-43.5%
CAG vs CBOE
+136.7%
-180.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.4% |
| 7D | -5.7% | -5.8% | +0.1% | -5.0% |
| 30D | -2.4% | -3.1% | +0.7% | -2.1% |
| 3M | +9.8% | -4.8% | +14.5% | +10.2% |
| 6M | -10.8% | -0.6% | -10.3% | -11.5% |
| YTD | -10.8% | +12.8% | -23.6% | -13.5% |
| 1Y | -19.0% | +19.8% | -38.7% | -22.4% |
| 3Y | -39.7% | +86.9% | -126.6% | -47.8% |
| All | -43.5% | +136.7% | -180.2% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling