+790.2%
AVGO vs CPNG
-76.2%
+866.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | -0.3% |
| 7D | +1.1% | -1.1% | +2.3% | +1.3% |
| 30D | -13.0% | -7.4% | -5.6% | -11.8% |
| 3M | -6.0% | -12.3% | +6.4% | -3.8% |
| 6M | +6.4% | -19.4% | +25.8% | +10.1% |
| YTD | +5.0% | -35.9% | +40.9% | +13.5% |
| 1Y | +1.4% | -53.4% | +54.8% | +16.8% |
| 3Y | +336.8% | -20.0% | +356.8% | +348.0% |
| 5Y | +698.2% | -49.6% | +747.8% | +695.4% |
| All | +790.2% | -76.2% | +866.4% | +777.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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