+2,770.9%
AVGO vs CBOE
+368.5%
+2,402.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.7% |
| 7D | +1.1% | -5.8% | +7.0% | +2.3% |
| 30D | -13.0% | -3.1% | -9.8% | -12.6% |
| 3M | -6.0% | -4.8% | -1.2% | -5.5% |
| 6M | +6.4% | -0.6% | +6.9% | +4.6% |
| YTD | +5.0% | +12.8% | -7.8% | -0.2% |
| 1Y | +1.4% | +19.8% | -18.4% | -5.3% |
| 3Y | +336.8% | +86.9% | +249.9% | +234.6% |
| 5Y | +698.2% | +136.5% | +561.7% | +444.6% |
| All | +2,770.9% | +368.5% | +2,402.4% | +1,651.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling