+130.3%
CART vs CBOE
+119.7%
+10.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | +1.3% | +6.3% | -5.0% | +1.0% |
| 30D | +19.2% | +24.9% | -5.8% | +18.1% |
| 3M | +17.6% | +28.5% | -10.9% | +16.3% |
| 6M | +47.4% | +2.9% | +44.5% | +48.2% |
| YTD | +30.9% | +50.7% | -19.8% | +29.6% |
| 1Y | +46.0% | +45.5% | +0.5% | +44.6% |
| 3Y | +130.3% | +116.3% | +14.0% | +139.8% |
| All | +130.3% | +119.7% | +10.7% | +139.8% |
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 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