+1,117.4%
ADP vs CBOE
+1,341.0%
-223.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | +2.2% | +6.3% | -4.1% | +0.3% |
| 30D | +10.6% | +24.9% | -14.4% | +3.3% |
| 3M | +12.9% | +28.5% | -15.5% | +4.2% |
| 6M | +50.6% | +2.9% | +47.8% | +47.5% |
| YTD | +23.2% | +50.7% | -27.5% | +6.0% |
| 1Y | +25.3% | +45.5% | -20.2% | +9.0% |
| 3Y | +47.1% | +116.3% | -69.2% | +10.2% |
| 5Y | +50.1% | +204.3% | -154.3% | -1.4% |
| 10Y | +323.6% | +526.3% | -202.7% | +119.5% |
| All | +1,117.4% | +1,341.0% | -223.6% | +373.5% |
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