+338.1%
CMCSA vs CBOE
+1,025.9%
-687.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | +0.1% | -4.6% | +4.8% | +1.2% |
| 30D | +3.8% | +2.6% | +1.2% | +3.0% |
| 3M | +12.3% | +4.9% | +7.4% | +10.4% |
| 6M | -15.4% | -2.2% | -13.2% | -16.1% |
| YTD | -2.5% | +17.7% | -20.2% | -7.8% |
| 1Y | -13.4% | +26.1% | -39.4% | -19.7% |
| 3Y | -30.4% | +97.1% | -127.5% | -44.0% |
| 5Y | -45.0% | +149.2% | -194.2% | -59.1% |
| 10Y | +10.2% | +385.1% | -374.9% | -34.3% |
| All | +338.1% | +1,025.9% | -687.8% | +83.8% |
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