+65.2%
ALAB vs CBOE
+29.2%
+36.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.7% |
| 7D | +7.2% | -3.6% | +10.9% | +6.6% |
| 30D | -2.5% | +5.1% | -7.6% | -1.5% |
| 3M | -13.3% | +4.6% | -17.9% | -10.1% |
| 6M | +172.8% | -0.3% | +173.1% | +187.2% |
| YTD | +86.6% | +19.8% | +66.8% | +90.1% |
| 1Y | +65.2% | +28.4% | +36.8% | +70.1% |
| All | +65.2% | +29.2% | +36.0% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling