+1,056.2%
CBOE vs A
+651.0%
+405.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | +5.1% | +6.9% | -1.8% | +3.4% |
| 3M | +4.6% | +9.2% | -4.6% | +2.3% |
| 6M | -0.3% | +25.7% | -25.9% | -6.0% |
| YTD | +19.8% | +11.5% | +8.2% | +15.7% |
| 1Y | +28.4% | +18.4% | +10.0% | +21.8% |
| 3Y | +104.1% | +26.6% | +77.5% | +84.4% |
| 5Y | +150.9% | -12.8% | +163.7% | +147.5% |
| 10Y | +393.5% | +247.2% | +146.3% | +220.5% |
| All | +1,056.2% | +651.0% | +405.3% | +470.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling