+695.3%
CAT vs CBOE
+514.1%
+181.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +9.3% | +4.5% | +4.8% | +8.8% |
| 30D | -21.5% | +26.2% | -47.7% | -23.8% |
| 3M | -29.1% | +27.1% | -56.2% | -31.4% |
| 6M | -33.4% | +4.2% | -37.5% | -33.7% |
| YTD | +6.6% | +48.0% | -41.5% | -1.4% |
| 1Y | +6.5% | +42.4% | -35.9% | -0.7% |
| 3Y | +162.7% | +116.8% | +45.8% | +116.0% |
| 5Y | +214.2% | +199.0% | +15.2% | +131.2% |
| All | +695.3% | +514.1% | +181.2% | +405.5% |
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