+414.1%
CARR vs CBOE
+312.1%
+101.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -4.1% | -3.7% | -0.4% | -3.9% |
| 30D | -11.0% | +2.0% | -12.9% | -11.1% |
| 3M | -16.4% | -4.2% | -12.1% | -16.1% |
| 6M | -2.4% | +1.2% | -3.5% | -3.4% |
| YTD | +8.4% | +15.4% | -7.0% | +5.1% |
| 1Y | -8.0% | +23.5% | -31.5% | -11.9% |
| 3Y | +0.6% | +93.2% | -92.6% | -14.7% |
| 5Y | +7.7% | +142.0% | -134.2% | -15.6% |
| All | +414.1% | +312.1% | +101.9% | +267.8% |
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 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