+97.5%
CSCO vs CBOE
+119.7%
-22.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.8% | -8.0% | -6.0% |
| 7D | +1.9% | +6.3% | -4.4% | +2.7% |
| 30D | -15.8% | +24.9% | -40.8% | -13.6% |
| 3M | -15.4% | +28.5% | -43.8% | -12.8% |
| 6M | -5.4% | +2.9% | -8.3% | -3.7% |
| YTD | +26.5% | +50.7% | -24.2% | +32.3% |
| 1Y | +25.9% | +45.5% | -19.6% | +31.4% |
| 3Y | +97.5% | +116.3% | -18.8% | +110.0% |
| All | +97.5% | +119.7% | -22.1% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling