+30,355.4%
AVGO vs CRL
+996.3%
+29,359.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | +6.1% | +5.0% | +1.0% | +4.1% |
| 30D | -2.7% | +13.5% | -16.2% | -7.7% |
| 3M | -16.9% | +21.5% | -38.4% | -23.6% |
| 6M | -19.1% | +103.4% | -122.6% | -40.7% |
| YTD | +0.3% | +71.8% | -71.5% | -22.6% |
| 1Y | -1.2% | +97.5% | -98.7% | -28.2% |
| 3Y | +272.4% | +99.2% | +173.2% | +146.2% |
| 5Y | +579.0% | -12.1% | +591.2% | +531.1% |
| 10Y | +2,584.7% | +359.2% | +2,225.6% | +978.3% |
| All | +30,355.4% | +996.3% | +29,359.1% | +7,588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling