-6.8%
AVGO vs CRH
-13.9%
+7.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -3.4% |
| 7D | -7.5% | +14.2% | -21.7% | -11.1% |
| 30D | -10.2% | +19.5% | -29.8% | -15.0% |
| 3M | -22.0% | +0.4% | -22.4% | -22.0% |
| 6M | -21.6% | -10.1% | -11.4% | -18.5% |
| YTD | -5.4% | -19.9% | +14.5% | +2.2% |
| 1Y | -6.8% | -14.8% | +8.0% | -5.4% |
| All | -6.8% | -13.9% | +7.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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