+384.5%
ALAB vs CBOE
+62.6%
+321.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +3.8% |
| 7D | +9.6% | -0.8% | +10.4% | +9.1% |
| 30D | -5.3% | +2.7% | -7.9% | -3.8% |
| 3M | -12.0% | +0.7% | -12.8% | -9.2% |
| 6M | +145.7% | -2.0% | +147.7% | +154.3% |
| YTD | +80.7% | +17.1% | +63.5% | +119.0% |
| 1Y | +40.1% | +26.5% | +13.6% | +83.5% |
| All | +384.5% | +62.6% | +321.9% | +825.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling