+112.7%
CBOE vs ACM
-9.4%
+122.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +6.9% | +3.0% | +3.9% | +7.1% |
| 30D | +24.1% | +19.7% | +4.5% | +25.4% |
| 3M | +30.9% | +5.3% | +25.6% | +31.5% |
| 6M | +5.9% | -10.8% | +16.6% | +5.8% |
| YTD | +48.2% | -25.1% | +73.3% | +47.5% |
| 1Y | +43.5% | -45.8% | +89.2% | +40.0% |
| All | +112.7% | -9.4% | +122.2% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling