+39.0%
CBOE vs ACWI
+14.9%
+24.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +1.1% |
| 7D | +7.7% | -0.5% | +8.2% | +7.6% |
| 30D | +24.4% | -1.6% | +26.0% | +23.7% |
| 3M | +20.0% | -1.3% | +21.4% | +19.6% |
| 6M | +2.4% | +5.8% | -3.5% | +4.3% |
| YTD | +38.5% | +12.7% | +25.8% | +41.8% |
| 1Y | +39.0% | +15.0% | +23.9% | +42.2% |
| All | +39.0% | +14.9% | +24.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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