+24.5%
ALAB vs CBOE
+39.5%
-15.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.3% |
| 7D | -24.9% | +7.7% | -32.6% | -22.4% |
| 30D | -38.4% | +24.4% | -62.8% | -34.0% |
| 3M | -38.3% | +20.0% | -58.3% | -34.3% |
| 6M | +10.9% | +2.4% | +8.6% | +24.9% |
| YTD | +34.2% | +38.5% | -4.3% | +53.1% |
| 1Y | +24.5% | +39.0% | -14.4% | +41.6% |
| All | +24.5% | +39.5% | -15.0% | +41.6% |
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