+2,755.4%
AVGO vs CP
+219.6%
+2,535.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | -0.3% | +2.4% | -2.7% | -1.7% |
| 30D | -13.8% | -0.5% | -13.3% | -13.7% |
| 3M | -6.9% | +1.4% | -8.3% | -8.5% |
| 6M | +11.9% | +10.3% | +1.6% | +4.3% |
| YTD | +6.9% | +24.3% | -17.4% | -8.3% |
| 1Y | +7.4% | +20.4% | -13.0% | -6.2% |
| 3Y | +345.6% | +21.8% | +323.8% | +280.2% |
| 5Y | +718.9% | +31.5% | +687.4% | +549.0% |
| 10Y | +2,755.4% | +223.2% | +2,532.1% | +1,233.1% |
| All | +2,755.4% | +219.6% | +2,535.7% | +1,233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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