-5.3%
ADP vs CBOE
+29.2%
-34.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -3.4% | -3.6% | +0.2% | -3.1% |
| 30D | +2.8% | +5.1% | -2.3% | +2.2% |
| 3M | +20.9% | +4.6% | +16.3% | +20.0% |
| 6M | +29.9% | -0.3% | +30.1% | +25.8% |
| YTD | +9.6% | +19.8% | -10.1% | +2.0% |
| 1Y | -5.3% | +28.4% | -33.6% | -13.8% |
| All | -5.3% | +29.2% | -34.4% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling