+394.0%
CAH vs CBOE
+136.7%
+257.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -5.1% | -5.8% | +0.7% | -3.9% |
| 30D | +0.2% | -3.1% | +3.3% | +0.7% |
| 3M | +6.3% | -4.8% | +11.1% | +6.9% |
| 6M | +9.4% | -0.6% | +10.0% | +7.9% |
| YTD | +15.0% | +12.8% | +2.2% | +9.5% |
| 1Y | +55.4% | +19.8% | +35.7% | +45.5% |
| 3Y | +173.8% | +86.9% | +86.9% | +123.4% |
| All | +394.0% | +136.7% | +257.3% | +266.2% |
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 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