+39.3%
ASML vs CBOE
+42.3%
-3.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +5.0% |
| 7D | -9.0% | +5.3% | -14.3% | -7.4% |
| 30D | -21.0% | +25.5% | -46.4% | -15.3% |
| 3M | -16.3% | +22.5% | -38.8% | -10.6% |
| 6M | -7.5% | +2.6% | -10.1% | -4.6% |
| YTD | +34.0% | +41.8% | -7.8% | +62.8% |
| 1Y | +39.3% | +40.9% | -1.6% | +69.6% |
| All | +39.3% | +42.3% | -3.1% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling