+1,598.2%
AVGO vs CTVA
+208.7%
+1,389.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +1.1% | -4.5% | +5.6% | +2.8% |
| 30D | -13.0% | +11.3% | -24.3% | -16.5% |
| 3M | -6.0% | +12.3% | -18.3% | -11.0% |
| 6M | +6.4% | +7.2% | -0.8% | +2.3% |
| YTD | +5.0% | +26.0% | -21.0% | -5.6% |
| 1Y | +1.4% | +16.0% | -14.6% | -6.4% |
| 3Y | +336.8% | +73.9% | +262.9% | +232.0% |
| 5Y | +698.2% | +103.8% | +594.4% | +442.8% |
| All | +1,598.2% | +208.7% | +1,389.5% | +735.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling