+74.7%
CART vs CBOE
+154.5%
-79.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | +1.3% | +6.3% | -5.0% | +1.1% |
| 30D | +19.2% | +24.9% | -5.8% | +18.3% |
| 3M | +17.6% | +28.5% | -10.9% | +16.5% |
| 6M | +47.4% | +2.9% | +44.5% | +48.1% |
| YTD | +30.9% | +50.7% | -19.8% | +30.2% |
| 1Y | +46.0% | +45.5% | +0.5% | +45.1% |
| 3Y | +130.3% | +116.3% | +14.0% | +141.0% |
| All | +74.7% | +154.5% | -79.8% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling