+703.5%
AVGO vs CTVA
+102.6%
+600.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.8% | -5.8% | +5.0% | +0.5% |
| 30D | -13.7% | +11.1% | -24.8% | -15.8% |
| 3M | -6.9% | +13.2% | -20.2% | -10.3% |
| 6M | +5.8% | +8.7% | -2.9% | +2.9% |
| YTD | +5.7% | +27.3% | -21.6% | -1.6% |
| 1Y | +9.0% | +18.0% | -9.0% | +3.3% |
| 3Y | +340.5% | +76.5% | +264.0% | +268.8% |
| All | +703.5% | +102.6% | +600.9% | +528.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling