+31,416.6%
AVGO vs CP
+1,064.9%
+30,351.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -3.0% | -2.7% | -0.3% | -1.7% |
| 30D | -14.4% | +0.2% | -14.6% | -14.7% |
| 3M | -14.4% | +2.6% | -17.0% | -16.3% |
| 6M | +13.1% | +6.0% | +7.2% | +8.4% |
| YTD | +3.8% | +24.9% | -21.1% | -9.8% |
| 1Y | +17.8% | +20.1% | -2.3% | +4.4% |
| 3Y | +325.3% | +16.4% | +308.9% | +279.3% |
| 5Y | +689.9% | +31.7% | +658.2% | +547.1% |
| 10Y | +2,597.0% | +223.9% | +2,373.1% | +1,254.4% |
| All | +31,416.6% | +1,064.9% | +30,351.8% | +7,256.6% |
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