+278.9%
ADP vs CBOE
+368.5%
-89.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | -2.8% | -5.8% | +3.1% | -0.8% |
| 30D | +0.2% | -3.1% | +3.4% | +1.1% |
| 3M | +20.5% | -4.8% | +25.2% | +21.6% |
| 6M | +28.8% | -0.6% | +29.3% | +26.3% |
| YTD | +6.6% | +12.8% | -6.2% | -0.4% |
| 1Y | -6.9% | +19.8% | -26.7% | -15.1% |
| 3Y | +16.1% | +86.9% | -70.8% | -13.3% |
| 5Y | +49.3% | +136.5% | -87.2% | -0.4% |
| All | +278.9% | +368.5% | -89.6% | +111.1% |
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