+52.4%
QCOM vs CBOE
+115.8%
-63.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +13.0% | +4.5% | +8.5% | +14.6% |
| 30D | +0.2% | +26.2% | -26.1% | +8.1% |
| 3M | +9.2% | +27.1% | -17.9% | +18.8% |
| 6M | -15.0% | +4.2% | -19.2% | -11.7% |
| YTD | +5.2% | +48.0% | -42.9% | +25.4% |
| 1Y | +2.4% | +42.4% | -40.1% | +20.3% |
| All | +52.4% | +115.8% | -63.4% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling