+145.8%
GOOG vs CBOE
+89.1%
+56.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +1.2% |
| 7D | 0.0% | -5.8% | +5.9% | -0.7% |
| 30D | -2.0% | -3.1% | +1.2% | -2.3% |
| 3M | -5.9% | -4.8% | -1.1% | -6.1% |
| 6M | +8.9% | -0.6% | +9.5% | +11.0% |
| YTD | +7.1% | +12.8% | -5.7% | +13.0% |
| 1Y | +39.7% | +19.8% | +19.9% | +50.1% |
| 3Y | +145.8% | +86.9% | +58.9% | +172.4% |
| All | +145.8% | +89.1% | +56.7% | +172.4% |
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