+68.8%
ALB vs CBOE
+24.1%
+44.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.1% |
| 7D | -7.6% | -3.7% | -3.9% | -7.8% |
| 30D | -5.6% | +2.0% | -7.6% | -5.5% |
| 3M | -16.8% | -4.2% | -12.6% | -17.8% |
| 6M | -26.3% | +1.2% | -27.5% | -23.9% |
| YTD | -13.2% | +15.4% | -28.6% | -7.3% |
| 1Y | +68.8% | +23.5% | +45.3% | +89.7% |
| All | +68.8% | +24.1% | +44.7% | +89.7% |
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