+94.1%
CBOE vs A
+29.6%
+64.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.6% |
| 7D | -0.8% | -4.4% | +3.6% | -1.1% |
| 30D | +2.7% | -2.7% | +5.4% | +2.5% |
| 3M | +0.7% | +7.0% | -6.3% | +1.2% |
| 6M | -2.0% | +24.6% | -26.6% | 0.0% |
| YTD | +17.1% | +7.0% | +10.1% | +18.1% |
| 1Y | +26.5% | +15.6% | +10.9% | +28.5% |
| All | +94.1% | +29.6% | +64.6% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling