+3.6%
QCOM vs CBOE
+42.0%
-38.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +2.1% |
| 7D | +2.0% | +6.9% | -5.0% | +3.8% |
| 30D | +1.2% | +24.1% | -22.9% | +6.9% |
| 3M | +9.1% | +30.9% | -21.8% | +16.6% |
| 6M | -25.0% | +5.9% | -30.8% | -18.8% |
| YTD | +4.8% | +48.2% | -43.3% | +26.4% |
| 1Y | +3.6% | +43.5% | -39.9% | +22.6% |
| All | +3.6% | +42.0% | -38.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling