-63.4%
ALB vs CBOE
+202.6%
-266.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.4% |
| 7D | -5.8% | +6.3% | -12.0% | -5.9% |
| 30D | -4.5% | +24.9% | -29.5% | -5.0% |
| 3M | -28.1% | +28.5% | -56.5% | -28.5% |
| 6M | -53.2% | +2.9% | -56.1% | -53.2% |
| YTD | -33.3% | +50.7% | -84.0% | -34.5% |
| 1Y | -17.4% | +45.5% | -62.9% | -18.8% |
| 3Y | -14.1% | +116.3% | -130.5% | -21.3% |
| All | -63.4% | +202.6% | -266.0% | -72.8% |
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