+1.5%
ABNB vs CBOE
+145.0%
-143.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -9.5% | -3.7% | -5.8% | -9.2% |
| 30D | -9.4% | +2.0% | -11.3% | -9.5% |
| 3M | +29.9% | -4.2% | +34.1% | +30.6% |
| 6M | +26.6% | +1.2% | +25.4% | +25.2% |
| YTD | +23.5% | +15.4% | +8.1% | +19.3% |
| 1Y | +35.8% | +23.5% | +12.4% | +29.2% |
| 3Y | +15.0% | +93.2% | -78.2% | -14.9% |
| 5Y | +1.5% | +142.0% | -140.5% | -38.8% |
| All | +1.5% | +145.0% | -143.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling