+317.2%
ADP vs CBOE
+514.1%
-196.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.3% | +4.5% | -4.2% | -1.2% |
| 30D | +11.6% | +26.2% | -14.6% | +3.3% |
| 3M | +15.1% | +27.1% | -12.1% | +5.8% |
| 6M | +46.0% | +4.2% | +41.9% | +42.3% |
| YTD | +22.4% | +48.0% | -25.7% | +4.1% |
| 1Y | +24.5% | +42.4% | -18.0% | +7.4% |
| 3Y | +44.8% | +116.8% | -72.0% | +3.7% |
| 5Y | +49.1% | +199.0% | -150.0% | -8.3% |
| All | +317.2% | +514.1% | -196.9% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling