+102.3%
INTC vs CBOE
+145.0%
-42.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.6% |
| 7D | +9.4% | -3.7% | +13.1% | +9.4% |
| 30D | +2.7% | +2.0% | +0.7% | +2.7% |
| 3M | -6.3% | -4.2% | -2.0% | -5.8% |
| 6M | +114.5% | +1.2% | +113.3% | +116.9% |
| YTD | +171.9% | +15.4% | +156.5% | +174.7% |
| 1Y | +305.0% | +23.5% | +281.5% | +308.5% |
| 3Y | +168.3% | +93.2% | +75.2% | +143.4% |
| 5Y | +102.3% | +142.0% | -39.7% | +66.7% |
| All | +102.3% | +145.0% | -42.7% | +66.7% |
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 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