+2.8%
AVGO vs CRL
+99.6%
-96.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.6% |
| 7D | +18.2% | +0.1% | +18.0% | +18.1% |
| 30D | +0.2% | +11.9% | -11.7% | -1.2% |
| 3M | -16.8% | +20.2% | -37.0% | -18.8% |
| 6M | -16.5% | +107.5% | -124.0% | -25.3% |
| YTD | +0.8% | +69.4% | -68.6% | -6.8% |
| 1Y | +2.8% | +99.7% | -96.9% | -10.7% |
| All | +2.8% | +99.6% | -96.8% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling