+16.7%
BABA vs CBOE
+385.3%
-368.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -17.3% | +2.7% | -20.0% | -17.7% |
| 3M | -7.8% | +0.7% | -8.5% | -8.2% |
| 6M | -16.8% | -2.0% | -14.8% | -17.1% |
| YTD | -24.7% | +17.1% | -41.8% | -27.2% |
| 1Y | -24.9% | +26.5% | -51.4% | -28.4% |
| 3Y | +29.1% | +96.1% | -67.0% | +11.5% |
| 5Y | -30.5% | +149.3% | -179.8% | -43.4% |
| 10Y | +16.7% | +386.5% | -369.8% | -10.0% |
| All | +16.7% | +385.3% | -368.7% | -10.0% |
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 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