+267.4%
ALB vs CBOE
+1,045.3%
-777.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | -3.6% | -4.4% | -7.4% |
| 30D | +6.3% | +5.1% | +1.2% | +5.0% |
| 3M | -23.6% | +4.6% | -28.2% | -24.9% |
| 6M | -24.6% | -0.3% | -24.4% | -25.5% |
| YTD | -10.3% | +19.8% | -30.0% | -15.5% |
| 1Y | +61.5% | +28.4% | +33.1% | +49.2% |
| 3Y | -34.0% | +104.1% | -138.1% | -47.9% |
| 5Y | -44.6% | +150.9% | -195.5% | -59.4% |
| 10Y | +76.1% | +393.5% | -317.4% | -1.0% |
| All | +267.4% | +1,045.3% | -777.9% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling