+1,036.7%
CBOE vs ACM
+179.5%
+857.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | +2.6% | -12.9% | +15.6% | +5.4% |
| 3M | +4.9% | -6.4% | +11.3% | +5.7% |
| 6M | -2.2% | -29.2% | +27.1% | +4.7% |
| YTD | +17.7% | -29.9% | +47.7% | +25.6% |
| 1Y | +26.1% | -47.3% | +73.3% | +43.4% |
| 3Y | +97.1% | -19.6% | +116.7% | +97.9% |
| 5Y | +149.2% | +5.5% | +143.7% | +129.9% |
| 10Y | +385.1% | +129.7% | +255.4% | +247.7% |
| All | +1,036.7% | +179.5% | +857.2% | +622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling