+39.7%
GOOG vs CBOE
+20.5%
+19.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +1.5% |
| 7D | 0.0% | -5.8% | +5.9% | 0.0% |
| 30D | -2.0% | -3.1% | +1.2% | -1.9% |
| 3M | -5.9% | -4.8% | -1.1% | -5.2% |
| 6M | +8.9% | -0.6% | +9.5% | +11.9% |
| YTD | +7.1% | +12.8% | -5.7% | +12.8% |
| 1Y | +39.7% | +19.8% | +19.9% | +50.2% |
| All | +39.7% | +20.5% | +19.2% | +50.2% |
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