+25,809.4%
AVGO vs CP
+1,074.7%
+24,734.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.6% |
| 7D | -9.9% | +2.8% | -12.7% | -11.3% |
| 30D | -22.0% | +10.2% | -32.2% | -26.2% |
| 3M | -30.0% | +2.4% | -32.4% | -31.3% |
| 6M | -30.7% | +7.7% | -38.4% | -34.3% |
| YTD | -14.7% | +26.0% | -40.7% | -26.5% |
| 1Y | -16.8% | +34.6% | -51.4% | -30.9% |
| 3Y | +244.4% | +26.7% | +217.7% | +192.5% |
| 5Y | +474.0% | +24.9% | +449.1% | +383.2% |
| 10Y | +2,122.6% | +258.6% | +1,864.0% | +959.2% |
| All | +25,809.4% | +1,074.7% | +24,734.7% | +5,896.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling