+2,798.6%
AVGO vs CNP
+145.0%
+2,653.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.6% |
| 7D | +25.0% | +2.5% | +22.5% | +23.9% |
| 30D | +2.0% | +4.0% | -2.1% | +0.5% |
| 3M | -12.3% | +1.6% | -13.9% | -12.9% |
| 6M | -12.8% | -1.7% | -11.1% | -13.0% |
| YTD | +5.9% | +8.6% | -2.8% | +1.1% |
| 1Y | +3.3% | +5.8% | -2.5% | -0.4% |
| 3Y | +293.1% | +63.0% | +230.1% | +208.1% |
| 5Y | +606.7% | +74.7% | +532.1% | +433.1% |
| All | +2,798.6% | +145.0% | +2,653.6% | +1,367.3% |
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