+1,666.9%
QQQ vs CBOE
+1,020.3%
+646.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -0.6% | +2.7% | -3.3% | -1.3% |
| 3M | +1.3% | +0.7% | +0.6% | +0.4% |
| 6M | +18.1% | -2.0% | +20.1% | +17.0% |
| YTD | +16.9% | +17.1% | -0.3% | +10.6% |
| 1Y | +24.0% | +26.5% | -2.5% | +14.8% |
| 3Y | +95.6% | +96.1% | -0.5% | +56.4% |
| 5Y | +94.5% | +149.3% | -54.8% | +43.4% |
| 10Y | +571.7% | +386.5% | +185.2% | +294.1% |
| All | +1,666.9% | +1,020.3% | +646.5% | +635.0% |
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