+173.1%
ALB vs CBOE
+1,341.0%
-1,168.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | -5.8% | +6.3% | -12.0% | -7.0% |
| 30D | -4.5% | +24.9% | -29.5% | -9.2% |
| 3M | -28.1% | +28.5% | -56.5% | -32.2% |
| 6M | -53.2% | +2.9% | -56.1% | -53.9% |
| YTD | -33.3% | +50.7% | -84.0% | -40.5% |
| 1Y | -17.4% | +45.5% | -62.9% | -25.7% |
| 3Y | -14.1% | +116.3% | -130.5% | -32.1% |
| 5Y | -64.0% | +204.3% | -268.4% | -74.7% |
| 10Y | +32.8% | +526.3% | -493.5% | -29.3% |
| All | +173.1% | +1,341.0% | -1,168.0% | -11.3% |
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