+474.0%
AVGO vs CNH
-14.7%
+488.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.1% |
| 7D | -9.9% | -1.7% | -8.2% | -9.4% |
| 30D | -22.0% | -7.2% | -14.8% | -20.3% |
| 3M | -30.0% | +6.5% | -36.6% | -32.5% |
| 6M | -30.7% | +7.9% | -38.6% | -33.9% |
| YTD | -14.7% | +26.6% | -41.3% | -24.3% |
| 1Y | -16.8% | +13.8% | -30.6% | -23.3% |
| 3Y | +244.4% | +9.2% | +235.2% | +209.6% |
| All | +474.0% | -14.7% | +488.7% | +456.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling