+114.8%
CSCO vs CBOE
+146.7%
-31.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | 0.0% | -0.8% | +0.7% | 0.0% |
| 30D | -10.7% | +2.7% | -13.4% | -10.9% |
| 3M | -8.7% | +0.7% | -9.5% | -8.8% |
| 6M | +44.9% | -2.0% | +46.9% | +44.3% |
| YTD | +44.1% | +17.1% | +27.0% | +40.3% |
| 1Y | +65.9% | +26.5% | +39.4% | +59.5% |
| 3Y | +109.0% | +96.1% | +12.9% | +77.4% |
| 5Y | +114.8% | +149.3% | -34.5% | +64.3% |
| All | +114.8% | +146.7% | -31.9% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling