-19.0%
CAG vs CBOE
+20.5%
-39.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.7% |
| 7D | -5.7% | -5.8% | +0.1% | -5.7% |
| 30D | -2.4% | -3.1% | +0.7% | -2.4% |
| 3M | +9.8% | -4.8% | +14.5% | +9.7% |
| 6M | -10.8% | -0.6% | -10.3% | -10.0% |
| YTD | -10.8% | +12.8% | -23.6% | -8.9% |
| 1Y | -19.0% | +19.8% | -38.7% | -17.7% |
| All | -19.0% | +20.5% | -39.4% | -17.7% |
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