+333.5%
CAT vs CBOE
+151.5%
+182.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +0.9% |
| 7D | +5.6% | -4.6% | +10.2% | +5.1% |
| 30D | -2.3% | +2.6% | -5.0% | -2.1% |
| 3M | -10.0% | +4.9% | -14.9% | -9.4% |
| 6M | +21.2% | -2.2% | +23.4% | +22.0% |
| YTD | +44.4% | +17.7% | +26.7% | +45.2% |
| 1Y | +96.3% | +26.1% | +70.2% | +96.9% |
| 3Y | +203.9% | +97.1% | +106.8% | +179.0% |
| 5Y | +333.5% | +149.2% | +184.3% | +268.2% |
| All | +333.5% | +151.5% | +182.0% | +268.2% |
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