+241.9%
AVGO vs CSGP
-58.5%
+300.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.6% | -8.8% | -10.4% |
| 7D | -15.5% | +13.9% | -29.4% | -15.7% |
| 30D | -22.4% | +16.0% | -38.4% | -23.1% |
| 3M | -30.2% | +6.1% | -36.3% | -30.5% |
| 6M | -31.6% | -8.2% | -23.4% | -30.6% |
| YTD | -15.3% | -52.3% | +37.0% | -1.5% |
| 1Y | -18.2% | -54.5% | +36.3% | -3.7% |
| All | +241.9% | -58.5% | +300.4% | +286.5% |
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