+150.5%
CBOE vs ALC
-16.6%
+167.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | -4.6% | -3.7% | -1.0% | -4.3% |
| 30D | +2.6% | -3.7% | +6.4% | +3.0% |
| 3M | +4.9% | +4.6% | +0.4% | +4.2% |
| 6M | -2.2% | -14.6% | +12.4% | -0.7% |
| YTD | +17.7% | -11.9% | +29.6% | +18.9% |
| 1Y | +26.1% | -13.1% | +39.2% | +27.4% |
| 3Y | +97.1% | -15.0% | +112.1% | +96.5% |
| All | +150.5% | -16.6% | +167.1% | +154.3% |
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