+25.0%
ALAB vs CBOE
+20.5%
+4.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.0% |
| 7D | -6.2% | -5.8% | -0.4% | -7.2% |
| 30D | -8.7% | -3.1% | -5.5% | -9.1% |
| 3M | -20.7% | -4.8% | -16.0% | -18.4% |
| 6M | +133.5% | -0.6% | +134.1% | +141.9% |
| YTD | +75.1% | +12.8% | +62.3% | +79.5% |
| 1Y | +25.0% | +19.8% | +5.3% | +33.0% |
| All | +25.0% | +20.5% | +4.6% | +33.0% |
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