-6.8%
AVGO vs CTVA
+33.4%
-40.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -1.8% |
| 7D | -7.5% | +8.2% | -15.7% | -7.0% |
| 30D | -10.2% | -1.0% | -9.2% | -9.7% |
| 3M | -22.0% | +4.6% | -26.6% | -21.0% |
| 6M | -21.6% | +0.5% | -22.1% | -21.3% |
| YTD | -5.4% | +22.7% | -28.2% | -3.3% |
| 1Y | -6.8% | +32.0% | -38.8% | -8.1% |
| All | -6.8% | +33.4% | -40.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling