+28.4%
CBOE vs ALC
-10.2%
+38.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.1% |
| 7D | -3.6% | -2.1% | -1.5% | -3.7% |
| 30D | +5.1% | -0.1% | +5.2% | +4.9% |
| 3M | +4.6% | +5.9% | -1.3% | +4.5% |
| 6M | -0.3% | -15.9% | +15.7% | -2.0% |
| YTD | +19.8% | -10.1% | +29.9% | +18.4% |
| 1Y | +28.4% | -10.2% | +38.6% | +27.6% |
| All | +28.4% | -10.2% | +38.5% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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