-27.2%
ALB vs CBOE
+97.4%
-124.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.3% |
| 7D | -4.4% | -4.6% | +0.2% | -5.0% |
| 30D | -1.2% | +2.6% | -3.8% | -0.7% |
| 3M | -13.3% | +4.9% | -18.2% | -12.8% |
| 6M | -19.8% | -2.2% | -17.6% | -19.5% |
| YTD | -7.9% | +17.7% | -25.7% | -2.7% |
| 1Y | +60.2% | +26.1% | +34.1% | +72.9% |
| All | -27.2% | +97.4% | -124.6% | -14.0% |
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 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