+5,806.9%
ASML vs CBOE
+1,045.3%
+4,761.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -3.6% | +4.7% | +1.9% |
| 30D | +2.2% | +5.1% | -2.9% | +0.9% |
| 3M | -2.3% | +4.6% | -6.9% | -4.1% |
| 6M | +23.0% | -0.3% | +23.2% | +20.9% |
| YTD | +61.1% | +19.8% | +41.3% | +50.3% |
| 1Y | +129.1% | +28.4% | +100.8% | +108.9% |
| 3Y | +165.4% | +104.1% | +61.3% | +100.0% |
| 5Y | +109.5% | +150.9% | -41.4% | +45.0% |
| 10Y | +1,645.7% | +393.5% | +1,252.2% | +819.0% |
| All | +5,806.9% | +1,045.3% | +4,761.6% | +1,805.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling