+1,504.8%
ASML vs CBOE
+526.1%
+978.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.4% | +6.2% |
| 7D | -0.8% | +1.0% | -1.9% | -1.0% |
| 30D | -14.9% | +16.0% | -30.9% | -16.9% |
| 3M | -13.0% | +23.4% | -36.4% | -16.1% |
| 6M | -4.7% | +1.7% | -6.4% | -5.3% |
| YTD | +42.3% | +41.6% | +0.7% | +30.7% |
| 1Y | +49.7% | +38.5% | +11.2% | +38.1% |
| 3Y | +144.3% | +105.7% | +38.5% | +93.8% |
| 5Y | +86.4% | +185.4% | -99.1% | +28.2% |
| 10Y | +1,504.8% | +504.1% | +1,000.7% | +889.4% |
| All | +1,504.8% | +526.1% | +978.7% | +889.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling