+780.7%
GOOG vs CBOE
+368.5%
+412.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +1.9% |
| 7D | 0.0% | -5.8% | +5.9% | +1.1% |
| 30D | -2.0% | -3.1% | +1.2% | -1.5% |
| 3M | -5.9% | -4.8% | -1.1% | -5.4% |
| 6M | +8.9% | -0.6% | +9.5% | +7.9% |
| YTD | +7.1% | +12.8% | -5.7% | +3.2% |
| 1Y | +39.7% | +19.8% | +19.9% | +32.6% |
| 3Y | +145.8% | +86.9% | +58.9% | +101.3% |
| 5Y | +138.6% | +136.5% | +2.1% | +79.7% |
| All | +780.7% | +368.5% | +412.2% | +491.7% |
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