+31,416.6%
AVGO vs CRL
+822.9%
+30,593.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -3.0% | -1.0% | -1.9% | -2.6% |
| 30D | -14.4% | +10.7% | -25.1% | -18.0% |
| 3M | -14.4% | +55.3% | -69.7% | -29.1% |
| 6M | +13.1% | +60.7% | -47.5% | -9.1% |
| YTD | +3.8% | +44.6% | -40.8% | -13.7% |
| 1Y | +17.8% | +77.7% | -60.0% | -11.4% |
| 3Y | +325.3% | +37.6% | +287.6% | +230.4% |
| 5Y | +689.9% | -35.8% | +725.8% | +742.6% |
| 10Y | +2,597.0% | +241.7% | +2,355.3% | +1,126.3% |
| All | +31,416.6% | +822.9% | +30,593.7% | +8,466.9% |
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