+38.4%
CBOE vs ADVB
-89.4%
+127.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.5% |
| 7D | -0.8% | -13.0% | +12.2% | -0.7% |
| 30D | +2.7% | +7.5% | -4.8% | +2.7% |
| 3M | +0.7% | +129.1% | -128.4% | -0.1% |
| 6M | -2.0% | +71.7% | -73.7% | -2.8% |
| YTD | +17.1% | +45.5% | -28.4% | +16.2% |
| 1Y | +26.5% | -2.7% | +29.2% | +25.4% |
| All | +38.4% | -89.4% | +127.8% | +34.0% |
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