+75.5%
ASML vs CBOE
+179.9%
-104.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +5.0% |
| 7D | -9.0% | +5.3% | -14.3% | -8.4% |
| 30D | -21.0% | +25.5% | -46.4% | -18.9% |
| 3M | -16.3% | +22.5% | -38.8% | -14.2% |
| 6M | -7.5% | +2.6% | -10.1% | -5.5% |
| YTD | +34.0% | +41.8% | -7.8% | +38.2% |
| 1Y | +39.3% | +40.9% | -1.6% | +43.6% |
| 3Y | +128.9% | +108.7% | +20.1% | +116.1% |
| All | +75.5% | +179.9% | -104.4% | +33.0% |
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 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