+57.4%
INTC vs CBOE
+39.5%
+17.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.0% | -3.7% |
| 7D | -39.0% | +7.7% | -46.7% | -37.0% |
| 30D | -49.8% | +24.4% | -74.3% | -47.4% |
| 3M | -42.2% | +20.0% | -62.2% | -39.7% |
| 6M | -39.2% | +2.4% | -41.5% | -33.8% |
| YTD | +57.9% | +38.5% | +19.4% | +89.9% |
| 1Y | +57.4% | +39.0% | +18.4% | +89.9% |
| All | +57.4% | +39.5% | +17.9% | +89.9% |
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 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