+525.7%
AVGO vs CSGP
-62.4%
+588.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.5% | +8.4% |
| 7D | -0.9% | -1.8% | +1.0% | -0.5% |
| 30D | -11.6% | +5.3% | -16.9% | -13.3% |
| 3M | -25.2% | +3.3% | -28.5% | -26.8% |
| 6M | -25.4% | -4.7% | -20.8% | -26.4% |
| YTD | -7.2% | -53.5% | +46.4% | +13.8% |
| 1Y | -7.9% | -53.7% | +45.8% | +12.9% |
| 3Y | +262.1% | -59.7% | +321.9% | +350.3% |
| 5Y | +525.7% | -62.5% | +588.2% | +706.7% |
| All | +525.7% | -62.4% | +588.1% | +706.7% |
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