+278.5%
AVGO vs CTVA
+49.4%
+229.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.4% | -5.0% |
| 7D | +18.2% | -20.8% | +38.9% | +19.8% |
| 30D | +0.2% | -29.6% | +29.8% | +3.4% |
| 3M | -16.8% | -16.9% | +0.1% | -16.7% |
| 6M | -16.5% | -24.3% | +7.8% | -15.4% |
| YTD | +0.8% | -5.6% | +6.4% | -3.4% |
| 1Y | +2.8% | -4.2% | +7.0% | -2.0% |
| 3Y | +278.5% | +43.3% | +235.3% | +221.5% |
| All | +278.5% | +49.4% | +229.1% | +221.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling