+2,640.9%
GOOGL vs CBOE
+1,025.9%
+1,615.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +1.1% | -4.6% | +5.7% | +2.1% |
| 30D | -4.4% | +2.6% | -7.1% | -5.1% |
| 3M | -6.8% | +4.9% | -11.7% | -8.4% |
| 6M | +13.6% | -2.2% | +15.7% | +12.9% |
| YTD | +8.3% | +17.7% | -9.4% | +2.9% |
| 1Y | +44.9% | +26.1% | +18.9% | +35.2% |
| 3Y | +150.5% | +97.1% | +53.4% | +101.7% |
| 5Y | +137.7% | +149.2% | -11.5% | +77.4% |
| 10Y | +750.9% | +385.1% | +365.9% | +414.1% |
| All | +2,640.9% | +1,025.9% | +1,615.0% | +1,139.0% |
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