+983.6%
ADP vs CBOE
+1,045.3%
-61.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -3.4% | -3.6% | +0.2% | -2.4% |
| 30D | +2.8% | +5.1% | -2.3% | +1.0% |
| 3M | +20.9% | +4.6% | +16.3% | +18.5% |
| 6M | +29.9% | -0.3% | +30.1% | +27.8% |
| YTD | +9.6% | +19.8% | -10.1% | +1.5% |
| 1Y | -5.3% | +28.4% | -33.6% | -14.4% |
| 3Y | +16.5% | +104.1% | -87.6% | -11.8% |
| 5Y | +49.4% | +150.9% | -101.5% | +4.1% |
| 10Y | +282.2% | +393.5% | -111.3% | +113.1% |
| All | +983.6% | +1,045.3% | -61.7% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling