+640.0%
INTC vs CBOE
+1,025.9%
-386.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.7% | +10.7% | +9.4% |
| 7D | +17.4% | -4.6% | +22.1% | +18.4% |
| 30D | +2.8% | +2.6% | +0.1% | +2.1% |
| 3M | -5.3% | +4.9% | -10.2% | -7.0% |
| 6M | +140.6% | -2.2% | +142.8% | +139.5% |
| YTD | +183.1% | +17.7% | +165.4% | +170.2% |
| 1Y | +326.8% | +26.1% | +300.7% | +300.1% |
| 3Y | +179.4% | +97.1% | +82.3% | +127.5% |
| 5Y | +111.7% | +149.2% | -37.5% | +59.7% |
| 10Y | +253.8% | +385.1% | -131.2% | +119.5% |
| All | +640.0% | +1,025.9% | -386.0% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling