+252.1%
INTC vs CBOE
+368.5%
-116.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +3.0% |
| 7D | +7.5% | -5.8% | +13.3% | +8.6% |
| 30D | +2.0% | -3.1% | +5.1% | +2.4% |
| 3M | -12.0% | -4.8% | -7.2% | -11.7% |
| 6M | +114.5% | -0.6% | +115.1% | +113.2% |
| YTD | +179.0% | +12.8% | +166.2% | +169.2% |
| 1Y | +318.3% | +19.8% | +298.5% | +297.3% |
| 3Y | +171.2% | +86.9% | +84.3% | +121.2% |
| 5Y | +107.6% | +136.5% | -28.9% | +54.9% |
| All | +252.1% | +368.5% | -116.4% | +123.7% |
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