+2.9%
CBOE vs ACM
+1.7%
+1.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +6.3% | +5.6% | +0.6% | +6.9% |
| 30D | +24.9% | +20.8% | +4.1% | +27.8% |
| 3M | +28.5% | +11.4% | +17.0% | +30.2% |
| 6M | +2.9% | +0.9% | +1.9% | +3.6% |
| All | +2.9% | +1.7% | +1.2% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling