+74.9%
CBOE vs ADVB
-95.9%
+170.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +42.7% | -42.8% | +0.1% |
| 7D | +4.5% | +74.2% | -69.7% | +4.7% |
| 30D | +26.2% | -35.9% | +62.1% | +26.5% |
| 3M | +27.1% | -56.4% | +83.6% | +27.7% |
| 6M | +4.2% | -36.7% | +40.9% | +4.0% |
| YTD | +48.0% | -43.3% | +91.4% | +47.6% |
| 1Y | +42.4% | -63.4% | +105.8% | +42.0% |
| All | +74.9% | -95.9% | +170.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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