-55.3%
ADBE vs CBOE
+89.1%
-144.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.4% |
| 7D | -5.4% | -5.8% | +0.5% | -5.4% |
| 30D | -2.5% | -3.1% | +0.6% | -2.5% |
| 3M | +15.3% | -4.8% | +20.0% | +15.1% |
| 6M | -7.8% | -0.6% | -7.3% | -8.0% |
| YTD | -27.9% | +12.8% | -40.7% | -26.9% |
| 1Y | -28.0% | +19.8% | -47.8% | -26.4% |
| 3Y | -55.3% | +86.9% | -142.3% | -57.8% |
| All | -55.3% | +89.1% | -144.4% | -57.8% |
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