+474.0%
AVGO vs CSGP
-63.4%
+537.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.6% |
| 7D | -9.9% | +1.3% | -11.2% | -10.2% |
| 30D | -22.0% | +10.7% | -32.7% | -24.5% |
| 3M | -30.0% | +3.3% | -33.3% | -31.7% |
| 6M | -30.7% | -10.3% | -20.4% | -30.7% |
| YTD | -14.7% | -54.6% | +39.9% | +5.0% |
| 1Y | -16.8% | -54.6% | +37.9% | +2.3% |
| 3Y | +244.4% | -60.3% | +304.8% | +328.5% |
| All | +474.0% | -63.4% | +537.4% | +641.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling