+1,056.2%
CBOE vs ALK
+264.2%
+792.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.2% |
| 7D | -3.6% | -0.7% | -3.0% | -3.6% |
| 30D | +5.1% | -19.2% | +24.3% | +7.8% |
| 3M | +4.6% | -1.5% | +6.1% | +4.0% |
| 6M | -0.3% | -13.1% | +12.8% | +0.2% |
| YTD | +19.8% | -16.4% | +36.2% | +20.5% |
| 1Y | +28.4% | -33.1% | +61.4% | +32.9% |
| 3Y | +104.1% | +0.6% | +103.5% | +90.2% |
| 5Y | +150.9% | -26.4% | +177.3% | +141.9% |
| 10Y | +393.5% | -34.2% | +427.6% | +339.1% |
| All | +1,056.2% | +264.2% | +792.0% | +500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling