+421.5%
CARR vs CBOE
+302.9%
+118.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.6% |
| 7D | -3.8% | -5.8% | +2.0% | -3.3% |
| 30D | -8.9% | -3.1% | -5.8% | -8.7% |
| 3M | -17.3% | -4.8% | -12.6% | -17.1% |
| 6M | -1.4% | -0.6% | -0.8% | -2.4% |
| YTD | +10.0% | +12.8% | -2.8% | +6.8% |
| 1Y | -6.4% | +19.8% | -26.1% | -10.1% |
| 3Y | +1.5% | +86.9% | -85.4% | -13.5% |
| 5Y | +9.3% | +136.5% | -127.2% | -14.3% |
| All | +421.5% | +302.9% | +118.6% | +273.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling