+26.1%
CBOE vs ACWI
+21.5%
+4.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.9% |
| 7D | -4.6% | +1.1% | -5.7% | -4.2% |
| 30D | +2.6% | -0.2% | +2.8% | +2.6% |
| 3M | +4.9% | +4.7% | +0.2% | +7.1% |
| 6M | -2.2% | +14.5% | -16.6% | +1.7% |
| YTD | +17.7% | +14.6% | +3.1% | +22.3% |
| 1Y | +26.1% | +21.4% | +4.6% | +34.5% |
| All | +26.1% | +21.5% | +4.5% | +34.5% |
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