+613.8%
QCOM vs CBOE
+1,045.3%
-431.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -3.6% | +7.0% | +4.0% |
| 30D | +7.7% | +5.1% | +2.6% | +6.3% |
| 3M | -30.1% | +4.6% | -34.7% | -31.4% |
| 6M | +22.8% | -0.3% | +23.1% | +21.4% |
| YTD | +0.2% | +19.8% | -19.6% | -5.5% |
| 1Y | +7.9% | +28.4% | -20.5% | -0.3% |
| 3Y | +55.8% | +104.1% | -48.3% | +22.0% |
| 5Y | +30.1% | +150.9% | -120.8% | -5.5% |
| 10Y | +248.9% | +393.5% | -144.6% | +101.0% |
| All | +613.8% | +1,045.3% | -431.5% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling