+518.7%
CBOE vs ALK
-45.9%
+564.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +1.9% |
| 7D | +6.3% | -1.2% | +7.5% | +6.3% |
| 30D | +24.9% | +7.7% | +17.2% | +23.9% |
| 3M | +28.5% | -19.0% | +47.4% | +30.5% |
| 6M | +2.9% | -0.2% | +3.1% | +1.9% |
| YTD | +50.7% | -23.5% | +74.2% | +52.4% |
| 1Y | +45.5% | -9.1% | +54.6% | +44.0% |
| 3Y | +116.3% | +12.0% | +104.3% | +98.8% |
| 5Y | +204.3% | -30.9% | +235.2% | +197.2% |
| All | +518.7% | -45.9% | +564.6% | +451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling