+2,300.3%
AVGO vs CVE
+136.7%
+2,163.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | -0.9% | -10.1% | +9.2% | +1.3% |
| 30D | -11.6% | -12.1% | +0.5% | -9.5% |
| 3M | -25.2% | -1.9% | -23.3% | -25.2% |
| 6M | -25.4% | -1.8% | -23.6% | -25.9% |
| YTD | -7.2% | +65.8% | -73.0% | -17.7% |
| 1Y | -7.9% | +60.8% | -68.7% | -18.0% |
| 3Y | +262.1% | +70.1% | +192.0% | +213.7% |
| 5Y | +525.7% | +134.8% | +390.9% | +394.2% |
| 10Y | +2,300.3% | +130.1% | +2,170.2% | +1,380.6% |
| All | +2,300.3% | +136.7% | +2,163.6% | +1,380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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