+138.3%
GOOGL vs CBOE
+145.0%
-6.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -2.8% | -3.7% | +0.9% | -2.5% |
| 30D | -3.2% | +2.0% | -5.2% | -3.4% |
| 3M | -6.6% | -4.2% | -2.4% | -6.2% |
| 6M | +8.5% | +1.2% | +7.3% | +8.3% |
| YTD | +6.5% | +15.4% | -8.9% | +4.8% |
| 1Y | +39.4% | +23.5% | +15.9% | +36.0% |
| 3Y | +146.2% | +93.2% | +53.0% | +102.5% |
| 5Y | +138.3% | +142.0% | -3.6% | +68.8% |
| All | +138.3% | +145.0% | -6.6% | +68.8% |
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