+45.0%
ADP vs CBOE
+146.7%
-101.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -5.7% | -0.8% | -4.9% | -5.5% |
| 30D | -3.1% | +2.7% | -5.8% | -3.8% |
| 3M | +15.6% | +0.7% | +14.9% | +15.0% |
| 6M | +20.8% | -2.0% | +22.8% | +19.5% |
| YTD | +4.7% | +17.1% | -12.4% | -1.5% |
| 1Y | -8.3% | +26.5% | -34.8% | -15.7% |
| 3Y | +13.6% | +96.1% | -82.6% | -12.4% |
| 5Y | +45.0% | +149.3% | -104.3% | -2.1% |
| All | +45.0% | +146.7% | -101.7% | -2.1% |
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 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