+1,354.8%
CBOE vs A
+767.2%
+587.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | +6.3% | -0.5% | +6.7% | +6.3% |
| 30D | +24.9% | 0.0% | +25.0% | +24.7% |
| 3M | +28.5% | +16.7% | +11.8% | +23.6% |
| 6M | +2.9% | +54.8% | -52.0% | -7.4% |
| YTD | +50.7% | +28.8% | +21.9% | +40.6% |
| 1Y | +45.5% | +19.3% | +26.2% | +38.1% |
| 3Y | +116.3% | +65.5% | +50.8% | +82.6% |
| 5Y | +204.3% | +12.1% | +192.3% | +181.3% |
| 10Y | +526.3% | +305.4% | +220.9% | +292.3% |
| All | +1,354.8% | +767.2% | +587.5% | +593.8% |
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