-42.3%
ACN vs CBOE
+93.5%
-135.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | -7.9% | -3.7% | -4.2% | -7.7% |
| 30D | -1.1% | +2.0% | -3.0% | -1.2% |
| 3M | +5.6% | -4.2% | +9.8% | +4.7% |
| 6M | -9.9% | +1.2% | -11.1% | -11.4% |
| YTD | -32.3% | +15.4% | -47.7% | -33.2% |
| 1Y | -25.3% | +23.5% | -48.8% | -26.3% |
| All | -42.3% | +93.5% | -135.8% | -47.3% |
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 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