+226.0%
CBOE vs ALC
+16.1%
+209.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -5.8% | -6.3% | +0.5% | -4.6% |
| 30D | -3.1% | -10.3% | +7.1% | -1.1% |
| 3M | -4.8% | -0.7% | -4.0% | -4.9% |
| 6M | -0.6% | -17.8% | +17.3% | +2.9% |
| YTD | +12.8% | -15.8% | +28.6% | +15.9% |
| 1Y | +19.8% | -16.7% | +36.5% | +23.2% |
| 3Y | +86.9% | -19.7% | +106.7% | +89.2% |
| 5Y | +136.5% | -19.8% | +156.3% | +136.8% |
| All | +226.0% | +16.1% | +209.8% | +169.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling