+511.3%
CBOE vs ACWI
+220.7%
+290.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +6.0% | -0.2% | +6.1% | +5.9% |
| 30D | +19.9% | -3.3% | +23.2% | +21.4% |
| 3M | +28.4% | -3.4% | +31.8% | +29.8% |
| 6M | +5.2% | +0.8% | +4.4% | +3.9% |
| YTD | +46.4% | +10.7% | +35.7% | +37.9% |
| 1Y | +41.8% | +11.6% | +30.2% | +32.9% |
| 3Y | +114.4% | +73.4% | +41.1% | +53.3% |
| 5Y | +202.9% | +60.2% | +142.7% | +126.3% |
| 10Y | +511.3% | +221.6% | +289.7% | +178.8% |
| All | +511.3% | +220.7% | +290.6% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling