+695.2%
AVGO vs CNP
+74.4%
+620.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -3.0% | +1.1% | -4.0% | -3.1% |
| 30D | -14.4% | -1.8% | -12.6% | -14.2% |
| 3M | -14.4% | -4.6% | -9.8% | -14.2% |
| 6M | +13.1% | -8.8% | +22.0% | +14.3% |
| YTD | +3.8% | +5.2% | -1.4% | +1.3% |
| 1Y | +17.8% | +8.3% | +9.5% | +13.9% |
| 3Y | +325.3% | +54.9% | +270.4% | +259.4% |
| All | +695.2% | +74.4% | +620.8% | +560.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling