+43.5%
CBOE vs ADVB
-73.0%
+116.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.0% | -8.8% | +1.2% |
| 7D | +6.9% | +10.5% | -3.5% | +7.0% |
| 30D | +24.1% | -56.0% | +80.2% | +24.4% |
| 3M | +30.9% | -70.1% | +101.1% | +31.6% |
| 6M | +5.9% | -53.7% | +59.5% | +5.2% |
| YTD | +48.2% | -60.3% | +108.4% | +47.0% |
| 1Y | +43.5% | -73.1% | +116.6% | +44.3% |
| All | +43.5% | -73.0% | +116.5% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling