+244.4%
AVGO vs CSGP
-60.4%
+304.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +0.8% |
| 7D | -9.9% | +1.3% | -11.2% | -9.9% |
| 30D | -22.0% | +10.7% | -32.7% | -22.6% |
| 3M | -30.0% | +3.3% | -33.3% | -30.5% |
| 6M | -30.7% | -10.3% | -20.4% | -30.1% |
| YTD | -14.7% | -54.6% | +39.9% | -0.7% |
| 1Y | -16.8% | -54.6% | +37.9% | -3.2% |
| 3Y | +244.4% | -60.3% | +304.8% | +289.6% |
| All | +244.4% | -60.4% | +304.9% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling