+26.5%
CBOE vs ACGL
+5.7%
+20.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.8% | -2.1% | +1.4% | -0.4% |
| 30D | +2.7% | -2.2% | +4.9% | +3.1% |
| 3M | +0.7% | +6.3% | -5.6% | +0.2% |
| 6M | -2.0% | +0.5% | -2.5% | -2.3% |
| YTD | +17.1% | +0.2% | +16.9% | +16.5% |
| 1Y | +26.5% | +7.3% | +19.2% | +24.5% |
| All | +26.5% | +5.7% | +20.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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