+15.9%
ABNB vs CBOE
+251.2%
-235.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -9.5% | -3.7% | -5.8% | -9.4% |
| 30D | -9.4% | +2.0% | -11.3% | -9.4% |
| 3M | +29.9% | -4.2% | +34.1% | +30.3% |
| 6M | +26.6% | +1.2% | +25.4% | +26.1% |
| YTD | +23.5% | +15.4% | +8.1% | +21.9% |
| 1Y | +35.8% | +23.5% | +12.4% | +33.3% |
| 3Y | +15.0% | +93.2% | -78.2% | +0.4% |
| 5Y | +1.5% | +142.0% | -140.5% | -20.7% |
| All | +15.9% | +251.2% | -235.4% | +15.9% |
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