+35.0%
CAH vs CBOE
+39.5%
-4.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +7.0% | +7.7% | -0.7% | +6.3% |
| 30D | +12.4% | +24.4% | -12.1% | +9.9% |
| 3M | +12.2% | +20.0% | -7.9% | +9.9% |
| 6M | +33.2% | +2.4% | +30.9% | +33.2% |
| YTD | +28.4% | +38.5% | -10.2% | +22.4% |
| 1Y | +35.0% | +39.0% | -3.9% | +28.2% |
| All | +35.0% | +39.5% | -4.4% | +28.2% |
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 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