+164.9%
ASML vs CBOE
+105.6%
+59.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -3.6% | +4.7% | -0.2% |
| 30D | +2.2% | +5.1% | -2.9% | +4.3% |
| 3M | -2.3% | +4.6% | -6.9% | +0.5% |
| 6M | +23.0% | -0.3% | +23.2% | +26.2% |
| YTD | +61.1% | +19.8% | +41.3% | +81.2% |
| 1Y | +129.1% | +28.4% | +100.8% | +167.9% |
| All | +164.9% | +105.6% | +59.3% | +268.3% |
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