-1.2%
AVGO vs CP
+32.8%
-34.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +6.1% | -0.7% | +6.7% | +6.0% |
| 30D | -2.7% | +9.6% | -12.3% | -2.4% |
| 3M | -16.9% | +2.2% | -19.1% | -16.5% |
| 6M | -19.1% | +11.1% | -30.2% | -19.8% |
| YTD | +0.3% | +28.2% | -27.9% | -1.1% |
| 1Y | -1.2% | +32.2% | -33.3% | -3.3% |
| All | -1.2% | +32.8% | -34.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling