-11.8%
CAG vs CBOE
+29.2%
-41.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.8% | -3.6% | -0.2% | -3.8% |
| 30D | +3.1% | +5.1% | -1.9% | +3.1% |
| 3M | +23.5% | +4.6% | +18.9% | +23.3% |
| 6M | -14.8% | -0.3% | -14.6% | -14.1% |
| YTD | -5.4% | +19.8% | -25.2% | -3.3% |
| 1Y | -11.8% | +28.4% | -40.2% | -9.4% |
| All | -11.8% | +29.2% | -41.0% | -9.4% |
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