+2,856.4%
AVGO vs CNP
+132.2%
+2,724.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -0.8% | +0.7% | -1.4% | -1.0% |
| 30D | -13.7% | -0.1% | -13.7% | -13.8% |
| 3M | -6.9% | -5.6% | -1.3% | -5.5% |
| 6M | +5.8% | -7.5% | +13.3% | +7.8% |
| YTD | +5.7% | +5.5% | +0.2% | +2.1% |
| 1Y | +9.0% | +8.3% | +0.7% | +3.9% |
| 3Y | +340.5% | +51.8% | +288.8% | +256.1% |
| 5Y | +711.1% | +69.9% | +641.2% | +518.7% |
| 10Y | +2,856.4% | +139.9% | +2,716.5% | +1,649.9% |
| All | +2,856.4% | +132.2% | +2,724.2% | +1,649.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling