-37.7%
CAG vs CBOE
+368.5%
-406.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.3% |
| 7D | -5.7% | -5.8% | +0.1% | -4.8% |
| 30D | -2.4% | -3.1% | +0.7% | -2.0% |
| 3M | +9.8% | -4.8% | +14.5% | +10.2% |
| 6M | -10.8% | -0.6% | -10.3% | -11.6% |
| YTD | -10.8% | +12.8% | -23.6% | -13.7% |
| 1Y | -19.0% | +19.8% | -38.7% | -22.5% |
| 3Y | -39.7% | +86.9% | -126.6% | -47.4% |
| 5Y | -43.0% | +136.5% | -179.5% | -52.8% |
| All | -37.7% | +368.5% | -406.2% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling