+718.9%
AVGO vs CTAS
+114.7%
+604.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -13.8% | -1.0% | -12.8% | -13.6% |
| 3M | -6.9% | +15.8% | -22.7% | -15.9% |
| 6M | +11.9% | -1.0% | +12.9% | +11.0% |
| YTD | +6.9% | +7.4% | -0.5% | +0.2% |
| 1Y | +7.4% | -0.1% | +7.5% | +5.2% |
| 3Y | +345.6% | +66.3% | +279.3% | +180.6% |
| 5Y | +718.9% | +111.0% | +607.9% | +318.5% |
| All | +718.9% | +114.7% | +604.2% | +318.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling