+28.2%
BABA vs CBOE
+521.1%
-493.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -3.6% | -1.1% | -4.3% |
| 30D | -11.9% | +5.1% | -17.0% | -12.6% |
| 3M | -9.3% | +4.6% | -13.9% | -10.2% |
| 6M | -14.2% | -0.3% | -14.0% | -14.8% |
| YTD | -22.0% | +19.8% | -41.8% | -24.9% |
| 1Y | -12.7% | +28.4% | -41.1% | -16.9% |
| 3Y | +26.7% | +104.1% | -77.4% | +8.9% |
| 5Y | -29.3% | +150.9% | -180.2% | -42.3% |
| 10Y | +21.2% | +393.5% | -372.3% | -12.6% |
| All | +28.2% | +521.1% | -493.0% | -17.0% |
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 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