+1,579.1%
AVGO vs CTVA
+223.3%
+1,355.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -3.0% | +4.9% | -7.9% | -4.7% |
| 30D | -14.4% | +11.9% | -26.4% | -18.0% |
| 3M | -14.4% | +13.7% | -28.1% | -19.2% |
| 6M | +13.1% | +13.1% | 0.0% | +6.7% |
| YTD | +3.8% | +32.0% | -28.2% | -8.2% |
| 1Y | +17.8% | +22.1% | -4.3% | +6.7% |
| 3Y | +325.3% | +77.5% | +247.8% | +221.7% |
| 5Y | +689.9% | +106.3% | +583.6% | +437.5% |
| All | +1,579.1% | +223.3% | +1,355.8% | +712.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling