+10,368.5%
AVGO vs CNH
+40.2%
+10,328.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +5.5% |
| 7D | 0.0% | +4.5% | -4.6% | -1.6% |
| 30D | -8.2% | +7.6% | -15.8% | -10.9% |
| 3M | -21.3% | +17.0% | -38.2% | -26.9% |
| 6M | -22.5% | +12.9% | -35.5% | -27.7% |
| YTD | -3.6% | +34.3% | -37.8% | -17.0% |
| 1Y | -6.7% | +28.5% | -35.2% | -18.5% |
| 3Y | +258.1% | +31.9% | +226.3% | +199.7% |
| 5Y | +560.9% | -9.6% | +570.5% | +521.3% |
| 10Y | +2,475.6% | +106.3% | +2,369.3% | +1,531.9% |
| All | +10,368.5% | +40.2% | +10,328.3% | +6,627.4% |
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 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