+335.5%
CBOE vs ALC
+30.4%
+305.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.1% |
| 7D | +6.3% | -1.1% | +7.4% | +6.5% |
| 30D | +24.9% | +16.0% | +8.9% | +21.1% |
| 3M | +28.5% | +0.8% | +27.6% | +28.0% |
| 6M | +2.9% | +16.8% | -14.0% | -0.8% |
| YTD | +50.7% | -5.5% | +56.2% | +51.1% |
| 1Y | +45.5% | -5.3% | +50.7% | +45.6% |
| 3Y | +116.3% | +4.1% | +112.3% | +104.0% |
| 5Y | +204.3% | -7.1% | +211.4% | +194.2% |
| All | +335.5% | +30.4% | +305.1% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling