+278.5%
AVGO vs CP
+36.4%
+242.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | +18.2% | +2.1% | +16.0% | +17.2% |
| 30D | +0.2% | +9.3% | -9.1% | -3.6% |
| 3M | -16.8% | +0.5% | -17.3% | -17.1% |
| 6M | -16.5% | +10.4% | -26.9% | -21.1% |
| YTD | +0.8% | +28.7% | -27.9% | -13.4% |
| 1Y | +2.8% | +33.2% | -30.4% | -13.6% |
| 3Y | +278.5% | +38.4% | +240.1% | +211.8% |
| All | +278.5% | +36.4% | +242.2% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling