+245.8%
QCOM vs CBOE
+520.8%
-275.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +2.0% | +6.9% | -5.0% | +0.9% |
| 30D | +1.2% | +24.1% | -22.9% | -2.5% |
| 3M | +9.1% | +30.9% | -21.8% | +3.7% |
| 6M | -25.0% | +5.9% | -30.8% | -25.8% |
| YTD | +4.8% | +48.2% | -43.3% | -4.4% |
| 1Y | +3.6% | +43.5% | -39.9% | -4.9% |
| 3Y | +51.5% | +117.0% | -65.5% | +19.9% |
| 5Y | +19.7% | +203.4% | -183.6% | -17.5% |
| 10Y | +245.8% | +515.9% | -270.1% | +73.2% |
| All | +245.8% | +520.8% | -275.0% | +73.2% |
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