+41.8%
CBOE vs ACWI
+12.3%
+29.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.2% |
| 7D | +6.0% | -0.2% | +6.1% | +5.9% |
| 30D | +19.9% | -3.3% | +23.2% | +18.2% |
| 3M | +28.4% | -3.4% | +31.8% | +26.6% |
| 6M | +5.2% | +0.8% | +4.4% | +5.7% |
| YTD | +46.4% | +10.7% | +35.7% | +48.9% |
| 1Y | +41.8% | +11.6% | +30.2% | +44.6% |
| All | +41.8% | +12.3% | +29.5% | +44.6% |
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