+171.2%
INTC vs CBOE
+89.1%
+82.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +2.2% |
| 7D | +7.5% | -5.8% | +13.3% | +6.3% |
| 30D | +2.0% | -3.1% | +5.1% | +1.4% |
| 3M | -12.0% | -4.8% | -7.2% | -11.8% |
| 6M | +114.5% | -0.6% | +115.1% | +121.7% |
| YTD | +179.0% | +12.8% | +166.2% | +200.9% |
| 1Y | +318.3% | +19.8% | +298.5% | +361.4% |
| 3Y | +171.2% | +86.9% | +84.3% | +246.1% |
| All | +171.2% | +89.1% | +82.1% | +246.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling