+1,306.3%
CAT vs CBOE
+1,317.1%
-10.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +1.7% | +6.9% | -5.2% | +0.5% |
| 30D | -24.6% | +24.1% | -48.7% | -27.6% |
| 3M | -28.5% | +30.9% | -59.4% | -32.3% |
| 6M | -34.8% | +5.9% | -40.7% | -36.1% |
| YTD | +5.9% | +48.2% | -42.3% | -4.4% |
| 1Y | +6.8% | +43.5% | -36.6% | -2.9% |
| 3Y | +161.1% | +117.0% | +44.1% | +108.0% |
| 5Y | +213.4% | +203.4% | +10.1% | +123.3% |
| 10Y | +700.3% | +515.9% | +184.4% | +345.2% |
| All | +1,306.3% | +1,317.1% | -10.8% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling