+2,584.7%
AVGO vs CTAS
+832.5%
+1,752.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +6.1% | -0.8% | +6.8% | +6.6% |
| 30D | -2.7% | +10.7% | -13.4% | -8.5% |
| 3M | -16.9% | +11.0% | -27.9% | -22.3% |
| 6M | -19.1% | +38.7% | -57.9% | -35.3% |
| YTD | +0.3% | +21.8% | -21.5% | -13.4% |
| 1Y | -1.2% | +23.6% | -24.8% | -15.8% |
| 3Y | +272.4% | +74.9% | +197.5% | +147.3% |
| 5Y | +579.0% | +119.5% | +459.6% | +288.4% |
| 10Y | +2,584.7% | +820.2% | +1,764.5% | +613.8% |
| All | +2,584.7% | +832.5% | +1,752.3% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling