+1,056.2%
CBOE vs ACWI
+461.3%
+594.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | +5.1% | +0.9% | +4.2% | +4.6% |
| 3M | +4.6% | +2.4% | +2.2% | +3.1% |
| 6M | -0.3% | +12.4% | -12.6% | -6.5% |
| YTD | +19.8% | +15.2% | +4.6% | +10.7% |
| 1Y | +28.4% | +22.7% | +5.6% | +14.7% |
| 3Y | +104.1% | +75.8% | +28.3% | +46.2% |
| 5Y | +150.9% | +67.7% | +83.2% | +83.1% |
| 10Y | +393.5% | +229.0% | +164.5% | +138.0% |
| All | +1,056.2% | +461.3% | +594.9% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling