+1,031.0%
CBOE vs SONY
+365.5%
+665.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -4.9% | +4.1% | -0.1% |
| 30D | +2.7% | -1.6% | +4.3% | +2.9% |
| 3M | +0.7% | +10.0% | -9.3% | -0.6% |
| 6M | -2.0% | +8.4% | -10.4% | -3.4% |
| YTD | +17.1% | -8.4% | +25.6% | +18.1% |
| 1Y | +26.5% | -18.4% | +44.9% | +29.3% |
| 3Y | +96.1% | +41.0% | +55.2% | +81.7% |
| 5Y | +149.3% | +9.3% | +140.0% | +138.2% |
| 10Y | +386.5% | +281.7% | +104.8% | +270.1% |
| All | +1,031.0% | +365.5% | +665.5% | +720.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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