+23.9%
BABA vs CBOE
+635.4%
-611.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +11.6% | +5.3% | +6.4% | +10.9% |
| 30D | +2.3% | +25.5% | -23.2% | -1.0% |
| 3M | -13.7% | +22.5% | -36.2% | -16.4% |
| 6M | -21.9% | +2.6% | -24.5% | -22.7% |
| YTD | -24.6% | +41.8% | -66.4% | -29.2% |
| 1Y | -34.1% | +40.9% | -75.0% | -38.1% |
| 3Y | +36.3% | +108.7% | -72.5% | +17.8% |
| 5Y | -26.7% | +181.4% | -208.1% | -41.1% |
| 10Y | +19.2% | +531.6% | -512.4% | -17.3% |
| All | +23.9% | +635.4% | -611.5% | -21.8% |
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