+97.1%
CBOE vs ALC
-15.5%
+112.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -4.6% | -3.7% | -1.0% | -4.7% |
| 30D | +2.6% | -3.7% | +6.4% | +2.5% |
| 3M | +4.9% | +4.6% | +0.4% | +4.9% |
| 6M | -2.2% | -14.6% | +12.4% | -2.6% |
| YTD | +17.7% | -11.9% | +29.6% | +17.2% |
| 1Y | +26.1% | -13.1% | +39.2% | +25.7% |
| 3Y | +97.1% | -15.0% | +112.1% | +100.5% |
| All | +97.1% | -15.5% | +112.6% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling