+67.5%
CBOE vs ADVB
-97.5%
+165.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.2% | +0.1% |
| 7D | +5.3% | -13.9% | +19.2% | +5.2% |
| 30D | +25.5% | -68.1% | +93.6% | +25.6% |
| 3M | +22.5% | -73.4% | +95.9% | +22.8% |
| 6M | +2.6% | -70.8% | +73.4% | +2.1% |
| YTD | +41.8% | -66.1% | +107.9% | +41.1% |
| 1Y | +40.9% | -77.5% | +118.4% | +40.2% |
| All | +67.5% | -97.5% | +165.1% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling