+683.9%
ADBE vs CBOE
+1,020.3%
-336.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -8.9% | -0.8% | -8.1% | -8.7% |
| 30D | -6.6% | +2.7% | -9.3% | -7.5% |
| 3M | +7.1% | +0.7% | +6.4% | +6.3% |
| 6M | -9.8% | -2.0% | -7.8% | -10.6% |
| YTD | -27.2% | +17.1% | -44.3% | -31.8% |
| 1Y | -28.0% | +26.5% | -54.5% | -34.3% |
| 3Y | -54.5% | +96.1% | -150.6% | -65.1% |
| 5Y | -61.5% | +149.3% | -210.8% | -73.0% |
| 10Y | +156.4% | +386.5% | -230.0% | +38.5% |
| All | +683.9% | +1,020.3% | -336.4% | +185.0% |
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