+74.8%
QCOM vs CBOE
+95.4%
-20.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +2.7% |
| 7D | +5.1% | -4.6% | +9.7% | +3.8% |
| 30D | +4.3% | +2.6% | +1.6% | +5.1% |
| 3M | -19.6% | +4.9% | -24.6% | -17.9% |
| 6M | +29.5% | -2.2% | +31.6% | +31.8% |
| YTD | +3.4% | +17.7% | -14.4% | +13.4% |
| 1Y | +10.9% | +26.1% | -15.2% | +25.3% |
| 3Y | +74.8% | +97.1% | -22.3% | +133.7% |
| All | +74.8% | +95.4% | -20.6% | +133.7% |
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