+28,084.6%
AVGO vs CRL
+1,030.3%
+27,054.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.7% | +4.1% | +6.9% |
| 7D | -0.9% | +4.4% | -5.2% | -2.5% |
| 30D | -11.6% | +17.1% | -28.7% | -17.2% |
| 3M | -25.2% | +32.1% | -57.3% | -33.5% |
| 6M | -25.4% | +98.9% | -124.4% | -44.8% |
| YTD | -7.2% | +77.1% | -84.3% | -29.2% |
| 1Y | -7.9% | +110.3% | -118.2% | -34.8% |
| 3Y | +262.1% | +108.5% | +153.6% | +135.1% |
| 5Y | +525.7% | -7.9% | +533.5% | +469.8% |
| 10Y | +2,300.3% | +368.9% | +1,931.4% | +856.9% |
| All | +28,084.6% | +1,030.3% | +27,054.3% | +6,933.5% |
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