+31,416.6%
AVGO vs CSX
+1,348.7%
+30,067.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -3.0% | -3.4% | +0.4% | -1.3% |
| 30D | -14.4% | -3.1% | -11.4% | -13.1% |
| 3M | -14.4% | +7.2% | -21.6% | -18.1% |
| 6M | +13.1% | +16.2% | -3.0% | +3.3% |
| YTD | +3.8% | +37.5% | -33.8% | -13.6% |
| 1Y | +17.8% | +53.2% | -35.5% | -8.0% |
| 3Y | +325.3% | +68.2% | +257.0% | +207.5% |
| 5Y | +689.9% | +65.2% | +624.7% | +471.6% |
| 10Y | +2,597.0% | +504.1% | +2,092.9% | +846.8% |
| All | +31,416.6% | +1,348.7% | +30,067.9% | +7,400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 all: compounded portfolio wealth divided by compounded CSX 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…
all analysis · Full analysis span regression · 6 months rolling