+2.8%
AVGO vs CTVA
-4.9%
+7.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.4% | -4.5% |
| 7D | +18.2% | -20.8% | +38.9% | +15.6% |
| 30D | +0.2% | -29.6% | +29.8% | -2.1% |
| 3M | -16.8% | -16.9% | +0.1% | -17.3% |
| 6M | -16.5% | -24.3% | +7.8% | -18.0% |
| YTD | +0.8% | -5.6% | +6.4% | +3.9% |
| 1Y | +2.8% | -4.2% | +7.0% | +6.2% |
| All | +2.8% | -4.9% | +7.7% | +6.2% |
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