+180.4%
CBOE vs ACWI
+54.8%
+125.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.3% | -2.4% | +7.6% | +5.5% |
| 30D | +25.5% | -5.2% | +30.7% | +26.1% |
| 3M | +22.5% | -4.8% | +27.3% | +23.1% |
| 6M | +2.6% | -1.3% | +3.9% | +2.4% |
| YTD | +41.8% | +8.4% | +33.4% | +38.8% |
| 1Y | +40.9% | +11.0% | +29.8% | +37.1% |
| 3Y | +108.7% | +70.6% | +38.2% | +71.9% |
| All | +180.4% | +54.8% | +125.5% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling