+339.7%
AVGO vs CBOE
+96.4%
+243.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.3% |
| 7D | -0.8% | -0.8% | 0.0% | -1.0% |
| 30D | -13.7% | +2.7% | -16.4% | -12.7% |
| 3M | -6.9% | +0.7% | -7.7% | -6.0% |
| 6M | +5.8% | -2.0% | +7.8% | +6.8% |
| YTD | +5.7% | +17.1% | -11.5% | +17.9% |
| 1Y | +9.0% | +26.5% | -17.5% | +27.6% |
| All | +339.7% | +96.4% | +243.3% | +488.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling