+112.8%
CART vs CBOE
+112.4%
+0.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.0% | +5.3% | -2.3% | +2.8% |
| 30D | +28.6% | +25.5% | +3.1% | +27.8% |
| 3M | +29.1% | +22.5% | +6.6% | +28.2% |
| 6M | +44.7% | +2.6% | +42.1% | +45.3% |
| YTD | +29.2% | +41.8% | -12.6% | +29.0% |
| 1Y | +66.2% | +40.9% | +25.3% | +65.9% |
| 3Y | +112.8% | +108.7% | +4.1% | +145.9% |
| All | +112.8% | +112.4% | +0.4% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling