-6.8%
AVGO vs CBOE
+39.5%
-46.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -1.9% |
| 7D | -7.5% | +7.7% | -15.2% | -5.7% |
| 30D | -10.2% | +24.4% | -34.6% | -5.8% |
| 3M | -22.0% | +20.0% | -42.0% | -18.6% |
| 6M | -21.6% | +2.4% | -23.9% | -20.1% |
| YTD | -5.4% | +38.5% | -44.0% | -0.8% |
| 1Y | -6.8% | +39.0% | -45.8% | -2.2% |
| All | -6.8% | +39.5% | -46.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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