-43.5%
ACN vs CBOE
+145.0%
-188.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -7.9% | -3.7% | -4.2% | -7.2% |
| 30D | -1.1% | +2.0% | -3.0% | -1.6% |
| 3M | +5.6% | -4.2% | +9.8% | +5.8% |
| 6M | -9.9% | +1.2% | -11.1% | -11.9% |
| YTD | -32.3% | +15.4% | -47.7% | -35.8% |
| 1Y | -25.3% | +23.5% | -48.8% | -30.5% |
| 3Y | -42.3% | +93.2% | -135.4% | -55.9% |
| 5Y | -43.5% | +142.0% | -185.4% | -62.2% |
| All | -43.5% | +145.0% | -188.4% | -62.2% |
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