+2,660.6%
AVGO vs CRS
+790.4%
+1,870.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -4.0% |
| 7D | +18.2% | +4.8% | +13.4% | +16.5% |
| 30D | +0.2% | -23.2% | +23.4% | +7.7% |
| 3M | -16.8% | -45.5% | +28.7% | -0.9% |
| 6M | -16.5% | -33.1% | +16.7% | -6.7% |
| YTD | +0.8% | -7.2% | +8.0% | +0.7% |
| 1Y | +2.8% | -10.0% | +12.9% | +3.6% |
| 3Y | +278.5% | +332.3% | -53.8% | +134.2% |
| 5Y | +573.1% | +801.9% | -228.8% | +220.1% |
| All | +2,660.6% | +790.4% | +1,870.2% | +1,056.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling