+9,161.1%
AVGO vs CNH
+32.2%
+9,128.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.3% |
| 7D | -9.9% | -1.7% | -8.2% | -9.3% |
| 30D | -22.0% | -7.2% | -14.8% | -20.1% |
| 3M | -30.0% | +6.5% | -36.6% | -32.8% |
| 6M | -30.7% | +7.9% | -38.6% | -34.2% |
| YTD | -14.7% | +26.6% | -41.3% | -24.9% |
| 1Y | -16.8% | +13.8% | -30.6% | -23.9% |
| 3Y | +244.4% | +9.2% | +235.2% | +208.9% |
| 5Y | +474.0% | -15.6% | +489.6% | +453.9% |
| 10Y | +2,122.6% | +119.2% | +2,003.4% | +1,285.1% |
| All | +9,161.1% | +32.2% | +9,128.9% | +5,985.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling