+281.8%
QCOM vs CBOE
+385.3%
-103.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +4.4% | -0.8% | +5.1% | +4.5% |
| 30D | +9.4% | +2.7% | +6.7% | +8.6% |
| 3M | -13.7% | +0.7% | -14.4% | -14.4% |
| 6M | +28.9% | -2.0% | +30.9% | +28.1% |
| YTD | +4.7% | +17.1% | -12.4% | -0.2% |
| 1Y | +13.5% | +26.5% | -13.0% | +5.9% |
| 3Y | +77.1% | +96.1% | -19.0% | +39.9% |
| 5Y | +38.9% | +149.3% | -110.4% | -0.6% |
| 10Y | +281.8% | +386.5% | -104.7% | +138.3% |
| All | +281.8% | +385.3% | -103.6% | +138.3% |
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 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