+20.3%
ARM vs CBOE
+38.8%
-18.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.6% |
| 7D | -5.3% | +1.0% | -6.3% | -4.5% |
| 30D | -30.0% | +16.0% | -46.0% | -23.2% |
| 3M | -34.1% | +23.4% | -57.5% | -25.0% |
| 6M | -12.6% | +1.7% | -14.4% | -7.6% |
| YTD | +70.4% | +41.6% | +28.8% | +95.8% |
| All | +20.3% | +38.8% | -18.5% | +38.1% |
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