+61.0%
CSCO vs CBOE
+24.1%
+36.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -2.0% |
| 7D | -1.1% | -3.7% | +2.6% | -1.5% |
| 30D | -10.8% | +2.0% | -12.8% | -10.5% |
| 3M | -9.2% | -4.2% | -5.0% | -9.4% |
| 6M | +39.5% | +1.2% | +38.4% | +39.7% |
| YTD | +41.5% | +15.4% | +26.1% | +44.0% |
| 1Y | +61.0% | +23.5% | +37.5% | +63.1% |
| All | +61.0% | +24.1% | +36.9% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling