+244.4%
AVGO vs CNH
+7.0%
+237.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | +0.1% |
| 7D | -9.9% | -1.7% | -8.2% | -9.5% |
| 30D | -22.0% | -7.2% | -14.8% | -20.6% |
| 3M | -30.0% | +6.5% | -36.6% | -32.1% |
| 6M | -30.7% | +7.9% | -38.6% | -33.3% |
| YTD | -14.7% | +26.6% | -41.3% | -22.9% |
| 1Y | -16.8% | +13.8% | -30.6% | -22.2% |
| 3Y | +244.4% | +9.2% | +235.2% | +217.7% |
| All | +244.4% | +7.0% | +237.4% | +217.7% |
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