+718.9%
AVGO vs CRL
-37.4%
+756.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -13.8% | +5.0% | -18.8% | -15.1% |
| 3M | -6.9% | +50.6% | -57.5% | -17.3% |
| 6M | +11.9% | +60.9% | -49.0% | -3.3% |
| YTD | +6.9% | +40.7% | -33.9% | -4.6% |
| 1Y | +7.4% | +73.3% | -65.9% | -10.5% |
| 3Y | +345.6% | +40.6% | +305.0% | +276.4% |
| 5Y | +718.9% | -37.0% | +755.9% | +733.6% |
| All | +718.9% | -37.4% | +756.3% | +733.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling