+278.5%
AVGO vs CBOE
+119.7%
+158.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.5% | -4.1% |
| 7D | +18.2% | +6.3% | +11.9% | +21.0% |
| 30D | +0.2% | +24.9% | -24.7% | +10.0% |
| 3M | -16.8% | +28.5% | -45.2% | -7.5% |
| 6M | -16.5% | +2.9% | -19.3% | -15.3% |
| YTD | +0.8% | +50.7% | -49.9% | +25.7% |
| 1Y | +2.8% | +45.5% | -42.7% | +25.6% |
| 3Y | +278.5% | +116.3% | +162.2% | +493.8% |
| All | +278.5% | +119.7% | +158.9% | +493.8% |
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