+39.2%
CAG vs CBOE
+1,020.3%
-981.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -6.6% | -0.8% | -5.8% | -6.5% |
| 30D | +2.3% | +2.7% | -0.4% | +1.7% |
| 3M | +16.3% | +0.7% | +15.6% | +15.7% |
| 6M | -16.0% | -2.0% | -14.1% | -16.5% |
| YTD | -7.7% | +17.1% | -24.8% | -11.2% |
| 1Y | -16.0% | +26.5% | -42.5% | -20.5% |
| 3Y | -37.7% | +96.1% | -133.8% | -46.0% |
| 5Y | -41.2% | +149.3% | -190.5% | -51.6% |
| 10Y | -33.8% | +386.5% | -420.3% | -52.7% |
| All | +39.2% | +1,020.3% | -981.1% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling