+42.4%
CBOE vs ALC
-11.3%
+53.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +4.5% | -6.2% | +10.6% | +4.8% |
| 30D | +26.2% | +14.0% | +12.2% | +25.6% |
| 3M | +27.1% | -2.4% | +29.5% | +26.2% |
| 6M | +4.2% | +12.6% | -8.4% | +3.3% |
| YTD | +48.0% | -8.4% | +56.5% | +45.4% |
| 1Y | +42.4% | -9.1% | +51.6% | +39.9% |
| All | +42.4% | -11.3% | +53.7% | +39.9% |
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