+696.9%
AVGO vs CNI
+12.6%
+684.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -13.0% | -2.7% | -10.3% | -11.9% |
| 3M | -6.0% | +3.9% | -9.9% | -8.4% |
| 6M | +6.4% | +16.4% | -10.0% | -3.0% |
| YTD | +5.0% | +25.8% | -20.8% | -8.9% |
| 1Y | +1.4% | +32.4% | -31.0% | -15.0% |
| 3Y | +336.8% | +19.1% | +317.7% | +282.4% |
| All | +696.9% | +12.6% | +684.3% | +605.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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