+15.1%
ABNB vs CBOE
+96.4%
-81.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.9% |
| 7D | -7.4% | -0.8% | -6.7% | -7.6% |
| 30D | -8.2% | +2.7% | -10.8% | -7.5% |
| 3M | +29.1% | +0.7% | +28.4% | +30.3% |
| 6M | +26.6% | -2.0% | +28.5% | +27.4% |
| YTD | +25.0% | +17.1% | +7.8% | +32.7% |
| 1Y | +37.0% | +26.5% | +10.5% | +49.2% |
| All | +15.1% | +96.4% | -81.3% | +24.7% |
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