-44.6%
INFY vs CBOE
+136.7%
-181.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | -5.4% | -5.8% | +0.4% | -5.2% |
| 30D | -9.9% | -3.1% | -6.7% | -9.8% |
| 3M | -4.6% | -4.8% | +0.2% | -4.7% |
| 6M | -18.5% | -0.6% | -17.9% | -19.0% |
| YTD | -36.5% | +12.8% | -49.3% | -37.3% |
| 1Y | -32.8% | +19.8% | -52.5% | -33.9% |
| 3Y | -32.2% | +86.9% | -119.1% | -38.6% |
| All | -44.6% | +136.7% | -181.3% | -52.9% |
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