+332.9%
AVGO vs CNH
+12.3%
+320.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.9% |
| 7D | -3.0% | +23.3% | -26.2% | -8.5% |
| 30D | -14.4% | +33.5% | -47.9% | -21.2% |
| 3M | -14.4% | +32.7% | -47.1% | -21.4% |
| 6M | +13.1% | +22.2% | -9.0% | +5.7% |
| YTD | +3.8% | +57.7% | -53.9% | -10.9% |
| 1Y | +17.8% | +28.0% | -10.2% | +8.2% |
| All | +332.9% | +12.3% | +320.6% | +290.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling