+78.9%
INFY vs CBOE
+368.5%
-289.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | -5.4% | -5.8% | +0.4% | -4.3% |
| 30D | -9.9% | -3.1% | -6.7% | -9.4% |
| 3M | -4.6% | -4.8% | +0.2% | -4.1% |
| 6M | -18.5% | -0.6% | -17.9% | -19.4% |
| YTD | -36.5% | +12.8% | -49.3% | -39.0% |
| 1Y | -32.8% | +19.8% | -52.5% | -36.4% |
| 3Y | -32.2% | +86.9% | -119.1% | -43.8% |
| 5Y | -44.7% | +136.5% | -181.2% | -57.7% |
| All | +78.9% | +368.5% | -289.6% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling