+50.6%
ADP vs CBOE
+6.4%
+44.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | +2.2% | +6.3% | -4.1% | +1.3% |
| 30D | +10.6% | +24.9% | -14.4% | +7.4% |
| 3M | +12.9% | +28.5% | -15.5% | +9.4% |
| 6M | +50.6% | +2.9% | +47.8% | +41.4% |
| All | +50.6% | +6.4% | +44.3% | +41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling