+5,100.7%
ASML vs CBOE
+1,300.3%
+3,800.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.1% |
| 7D | -2.9% | +6.0% | -8.8% | -4.1% |
| 30D | -15.2% | +19.9% | -35.1% | -18.7% |
| 3M | -12.9% | +28.4% | -41.3% | -18.1% |
| 6M | -5.0% | +5.2% | -10.2% | -7.3% |
| YTD | +41.8% | +46.4% | -4.6% | +26.0% |
| 1Y | +46.0% | +41.8% | +4.2% | +30.8% |
| 3Y | +133.5% | +114.4% | +19.0% | +77.5% |
| 5Y | +93.0% | +202.9% | -109.9% | +27.9% |
| 10Y | +1,534.9% | +511.3% | +1,023.6% | +717.3% |
| All | +5,100.7% | +1,300.3% | +3,800.4% | +1,497.1% |
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