+308.5%
CSCO vs CBOE
+524.9%
-216.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.8% | -8.0% | -6.5% |
| 7D | +1.9% | +6.3% | -4.4% | +0.8% |
| 30D | -15.8% | +24.9% | -40.8% | -19.3% |
| 3M | -15.4% | +28.5% | -43.8% | -19.5% |
| 6M | -5.4% | +2.9% | -8.3% | -6.3% |
| YTD | +26.5% | +50.7% | -24.2% | +14.2% |
| 1Y | +25.9% | +45.5% | -19.6% | +14.5% |
| 3Y | +97.5% | +116.3% | -18.8% | +58.9% |
| 5Y | +93.0% | +204.3% | -111.3% | +38.1% |
| All | +308.5% | +524.9% | -216.4% | +156.6% |
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