+28.4%
CBOE vs A
+21.7%
+6.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.6% | -1.9% | -1.7% | -3.7% |
| 30D | +5.1% | +6.9% | -1.8% | +5.5% |
| 3M | +4.6% | +9.2% | -4.6% | +5.1% |
| 6M | -0.3% | +25.7% | -25.9% | +1.7% |
| YTD | +19.8% | +11.5% | +8.2% | +20.4% |
| 1Y | +28.4% | +18.4% | +10.0% | +31.6% |
| All | +28.4% | +21.7% | +6.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling