+20.6%
ABNB vs CBOE
+258.4%
-237.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.0% |
| 7D | -4.4% | -4.6% | +0.3% | -4.3% |
| 30D | -2.0% | +2.6% | -4.6% | -2.0% |
| 3M | +29.8% | +4.9% | +24.9% | +29.7% |
| 6M | +31.0% | -2.2% | +33.2% | +30.9% |
| YTD | +28.6% | +17.7% | +10.9% | +26.9% |
| 1Y | +40.1% | +26.1% | +14.0% | +37.3% |
| 3Y | +19.7% | +97.1% | -77.4% | +4.4% |
| 5Y | +6.5% | +149.2% | -142.7% | -16.6% |
| All | +20.6% | +258.4% | -237.8% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling