+23.5%
CBOE vs ACM
-48.9%
+72.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.6% |
| 7D | -3.7% | -5.9% | +2.2% | -4.0% |
| 30D | +2.0% | -6.2% | +8.2% | +1.8% |
| 3M | -4.2% | -7.9% | +3.6% | -4.4% |
| 6M | +1.2% | -30.6% | +31.8% | +2.0% |
| YTD | +15.4% | -33.3% | +48.7% | +16.2% |
| 1Y | +23.5% | -49.2% | +72.7% | +25.5% |
| All | +23.5% | -48.9% | +72.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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