+14.1%
QCOM vs CBOE
+202.6%
-188.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.5% |
| 7D | +4.3% | +6.3% | -2.0% | +4.8% |
| 30D | -0.1% | +24.9% | -25.0% | +1.6% |
| 3M | +5.2% | +28.5% | -23.2% | +7.3% |
| 6M | -18.4% | +2.9% | -21.2% | -15.9% |
| YTD | +2.4% | +50.7% | -48.3% | +4.6% |
| 1Y | +0.9% | +45.5% | -44.6% | +3.2% |
| 3Y | +48.4% | +116.3% | -67.9% | +40.3% |
| All | +14.1% | +202.6% | -188.5% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling