+11.7%
BABA vs CBOE
+514.1%
-502.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -12.7% | +4.5% | -17.2% | -13.2% |
| 30D | -14.9% | +26.2% | -41.1% | -17.7% |
| 3M | -24.6% | +27.1% | -51.8% | -27.4% |
| 6M | -29.3% | +4.2% | -33.5% | -30.1% |
| YTD | -35.0% | +48.0% | -83.1% | -39.4% |
| 1Y | -39.7% | +42.4% | -82.1% | -43.4% |
| 3Y | +21.2% | +116.8% | -95.7% | +3.7% |
| 5Y | -39.9% | +199.0% | -238.9% | -52.6% |
| All | +11.7% | +514.1% | -502.4% | -23.7% |
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