+15.7%
BABA vs CBOE
+521.7%
-506.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -5.9% | -3.0% |
| 7D | +2.4% | +6.0% | -3.6% | +1.5% |
| 30D | -7.8% | +19.9% | -27.7% | -10.2% |
| 3M | -22.4% | +28.4% | -50.7% | -25.3% |
| 6M | -26.0% | +5.2% | -31.2% | -26.9% |
| YTD | -29.3% | +46.4% | -75.7% | -33.9% |
| 1Y | -37.5% | +41.8% | -79.3% | -41.3% |
| 3Y | +31.9% | +114.4% | -82.5% | +13.2% |
| 5Y | -33.4% | +202.9% | -236.3% | -47.6% |
| 10Y | +15.7% | +511.3% | -495.6% | -18.3% |
| All | +15.7% | +521.7% | -506.0% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling