+2,589.0%
GOOG vs CBOE
+1,003.5%
+1,585.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | -3.6% | +2.0% | -5.6% | -4.1% |
| 3M | -6.4% | -4.2% | -2.2% | -6.0% |
| 6M | +7.8% | +1.2% | +6.6% | +6.3% |
| YTD | +5.5% | +15.4% | -9.9% | +0.8% |
| 1Y | +38.3% | +23.5% | +14.8% | +29.7% |
| 3Y | +143.1% | +93.2% | +49.9% | +97.2% |
| 5Y | +135.0% | +142.0% | -7.0% | +77.2% |
| 10Y | +778.1% | +379.2% | +398.9% | +433.2% |
| All | +2,589.0% | +1,003.5% | +1,585.5% | +1,123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling