+289.3%
INTC vs CBOE
+29.2%
+260.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +7.1% | -3.6% | +10.7% | +6.7% |
| 30D | -5.2% | +5.1% | -10.3% | -4.7% |
| 3M | -14.3% | +4.6% | -18.9% | -12.7% |
| 6M | +110.2% | -0.3% | +110.4% | +123.8% |
| YTD | +159.6% | +19.8% | +139.9% | +202.5% |
| 1Y | +289.3% | +28.4% | +260.9% | +399.2% |
| All | +289.3% | +29.2% | +260.1% | +399.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling