+2,584.7%
AVGO vs CP
+251.7%
+2,333.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +6.1% | -0.7% | +6.7% | +6.6% |
| 30D | -2.7% | +9.6% | -12.3% | -7.9% |
| 3M | -16.9% | +2.2% | -19.1% | -18.4% |
| 6M | -19.1% | +11.1% | -30.2% | -25.1% |
| YTD | +0.3% | +28.2% | -27.9% | -15.8% |
| 1Y | -1.2% | +32.2% | -33.3% | -18.6% |
| 3Y | +272.4% | +35.5% | +236.9% | +197.2% |
| 5Y | +579.0% | +26.8% | +552.2% | +451.2% |
| 10Y | +2,584.7% | +256.9% | +2,327.8% | +1,116.1% |
| All | +2,584.7% | +251.7% | +2,333.0% | +1,116.1% |
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