+203.4%
CBOE vs ALC
-10.6%
+213.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.4% |
| 7D | +6.9% | -6.3% | +13.2% | +7.7% |
| 30D | +24.1% | +12.6% | +11.5% | +22.5% |
| 3M | +30.9% | -3.8% | +34.8% | +31.2% |
| 6M | +5.9% | +16.8% | -11.0% | +3.7% |
| YTD | +48.2% | -7.6% | +55.8% | +48.6% |
| 1Y | +43.5% | -5.9% | +49.3% | +43.4% |
| 3Y | +117.0% | +0.6% | +116.4% | +108.1% |
| 5Y | +203.4% | -9.5% | +212.8% | +204.0% |
| All | +203.4% | -10.6% | +213.9% | +204.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling