+1,157.1%
CAT vs CBOE
+385.3%
+771.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | -2.6% | +2.7% | -5.3% | -3.1% |
| 3M | -10.7% | +0.7% | -11.4% | -11.3% |
| 6M | +16.1% | -2.0% | +18.1% | +15.1% |
| YTD | +43.2% | +17.1% | +26.1% | +36.6% |
| 1Y | +96.8% | +26.5% | +70.3% | +84.0% |
| 3Y | +201.4% | +96.1% | +105.2% | +144.1% |
| 5Y | +332.7% | +149.3% | +183.4% | +221.3% |
| 10Y | +1,157.1% | +386.5% | +770.6% | +598.1% |
| All | +1,157.1% | +385.3% | +771.8% | +598.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling