+14.9%
CART vs CBOE
+29.2%
-14.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +1.0% | -3.6% | +4.7% | +1.1% |
| 30D | +12.6% | +5.1% | +7.5% | +12.4% |
| 3M | +23.1% | +4.6% | +18.5% | +22.8% |
| 6M | +39.5% | -0.3% | +39.8% | +39.3% |
| YTD | +13.5% | +19.8% | -6.2% | +12.4% |
| 1Y | +14.9% | +28.4% | -13.5% | +14.9% |
| All | +14.9% | +29.2% | -14.3% | +14.9% |
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