+203.4%
CBOE vs ACM
+4.8%
+198.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +6.9% | +3.0% | +3.9% | +6.7% |
| 30D | +24.1% | +19.7% | +4.5% | +22.4% |
| 3M | +30.9% | +5.3% | +25.6% | +30.3% |
| 6M | +5.9% | -10.8% | +16.6% | +6.9% |
| YTD | +48.2% | -25.1% | +73.3% | +52.5% |
| 1Y | +43.5% | -45.8% | +89.2% | +54.4% |
| 3Y | +117.0% | -9.4% | +126.4% | +105.9% |
| 5Y | +203.4% | +4.8% | +198.6% | +166.5% |
| All | +203.4% | +4.8% | +198.5% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling