+267.2%
ALAB vs CBOE
+105.5%
+161.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +26.9% | +4.5% | +22.4% | +30.3% |
| 30D | -30.0% | +26.2% | -56.2% | -18.7% |
| 3M | -28.5% | +27.1% | -55.7% | -16.4% |
| 6M | +11.4% | +4.2% | +7.2% | +20.5% |
| YTD | +36.9% | +48.0% | -11.1% | +93.6% |
| 1Y | +44.4% | +42.4% | +1.9% | +96.9% |
| All | +267.2% | +105.5% | +161.7% | +718.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling