+2,475.6%
AVGO vs CRL
+353.6%
+2,122.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.6% |
| 30D | -8.2% | +14.6% | -22.8% | -13.1% |
| 3M | -21.3% | +24.8% | -46.1% | -28.2% |
| 6M | -22.5% | +94.7% | -117.2% | -41.6% |
| YTD | -3.6% | +73.4% | -76.9% | -25.1% |
| 1Y | -6.7% | +104.7% | -111.3% | -32.6% |
| 3Y | +258.1% | +101.1% | +157.1% | +137.3% |
| 5Y | +560.9% | -10.8% | +571.7% | +538.1% |
| 10Y | +2,475.6% | +358.8% | +2,116.8% | +975.4% |
| All | +2,475.6% | +353.6% | +2,122.0% | +975.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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