+84.0%
ASML vs CBOE
+201.6%
-117.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +10.4% | +4.5% | +5.9% | +11.0% |
| 30D | -12.7% | +26.2% | -39.0% | -10.2% |
| 3M | -17.2% | +27.1% | -44.3% | -14.6% |
| 6M | -1.3% | +4.2% | -5.5% | +1.3% |
| YTD | +40.8% | +48.0% | -7.3% | +46.4% |
| 1Y | +45.2% | +42.4% | +2.8% | +51.0% |
| 3Y | +131.8% | +116.8% | +15.0% | +122.4% |
| 5Y | +84.0% | +199.0% | -115.0% | +38.5% |
| All | +84.0% | +201.6% | -117.6% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling