+14.1%
ADP vs CBOE
+96.4%
-82.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -5.7% | -0.8% | -4.9% | -5.6% |
| 30D | -3.1% | +2.7% | -5.8% | -3.4% |
| 3M | +15.6% | +0.7% | +14.9% | +15.2% |
| 6M | +20.8% | -2.0% | +22.8% | +19.6% |
| YTD | +4.7% | +17.1% | -12.4% | +1.6% |
| 1Y | -8.3% | +26.5% | -34.8% | -11.8% |
| All | +14.1% | +96.4% | -82.3% | +5.3% |
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