+23,374.6%
AVGO vs COPX
+198.0%
+23,176.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +1.2% |
| 7D | -0.3% | +5.8% | -6.1% | -2.8% |
| 30D | -13.8% | +7.2% | -21.1% | -16.7% |
| 3M | -6.9% | +16.5% | -23.4% | -13.7% |
| 6M | +11.9% | +18.4% | -6.5% | +2.3% |
| YTD | +6.9% | +31.9% | -25.0% | -8.7% |
| 1Y | +7.4% | +88.5% | -81.1% | -22.0% |
| 3Y | +345.6% | +173.1% | +172.5% | +168.2% |
| 5Y | +718.9% | +193.1% | +525.8% | +360.9% |
| 10Y | +2,755.4% | +591.7% | +2,163.7% | +911.9% |
| All | +23,374.6% | +198.0% | +23,176.6% | +11,339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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