+3.3%
AVGO vs CNH
+21.1%
-17.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.2% | +9.7% | +6.2% |
| 7D | +25.0% | +6.4% | +18.6% | +23.6% |
| 30D | +2.0% | -1.6% | +3.6% | +2.0% |
| 3M | -12.3% | +11.6% | -23.8% | -14.9% |
| 6M | -12.8% | +12.5% | -25.3% | -15.8% |
| YTD | +5.9% | +31.1% | -25.2% | +0.9% |
| 1Y | +3.3% | +17.0% | -13.7% | -0.4% |
| All | +3.3% | +21.1% | -17.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling