+4,814.0%
ASML vs CBOE
+1,256.0%
+3,558.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +5.0% |
| 7D | -9.0% | +5.3% | -14.3% | -10.1% |
| 30D | -21.0% | +25.5% | -46.4% | -25.1% |
| 3M | -16.3% | +22.5% | -38.8% | -20.5% |
| 6M | -7.5% | +2.6% | -10.1% | -9.2% |
| YTD | +34.0% | +41.8% | -7.8% | +19.8% |
| 1Y | +39.3% | +40.9% | -1.6% | +24.6% |
| 3Y | +128.9% | +108.7% | +20.1% | +74.8% |
| 5Y | +76.1% | +181.4% | -105.3% | +19.2% |
| 10Y | +1,428.4% | +531.6% | +896.8% | +652.1% |
| All | +4,814.0% | +1,256.0% | +3,558.0% | +1,419.2% |
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