+6.1%
CMCSA vs CBOE
+368.5%
-362.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.6% |
| 7D | -4.9% | -5.8% | +0.9% | -3.6% |
| 30D | -1.1% | -3.1% | +2.1% | -0.5% |
| 3M | +6.6% | -4.8% | +11.3% | +7.2% |
| 6M | -15.5% | -0.6% | -14.9% | -16.6% |
| YTD | -6.7% | +12.8% | -19.5% | -10.9% |
| 1Y | -15.6% | +19.8% | -35.4% | -20.8% |
| 3Y | -33.7% | +86.9% | -120.6% | -46.3% |
| 5Y | -46.6% | +136.5% | -183.2% | -60.4% |
| All | +6.1% | +368.5% | -362.4% | -38.2% |
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