+1,267.0%
CBOE vs ALK
+261.3%
+1,005.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -1.0% |
| 7D | +1.0% | +8.9% | -7.9% | -0.1% |
| 30D | +16.0% | +5.9% | +10.0% | +14.9% |
| 3M | +23.4% | -16.5% | +40.0% | +25.8% |
| 6M | +1.7% | +2.1% | -0.4% | +0.2% |
| YTD | +41.6% | -17.1% | +58.7% | +42.2% |
| 1Y | +38.5% | -2.9% | +41.3% | +35.7% |
| 3Y | +105.7% | +24.5% | +81.3% | +83.9% |
| 5Y | +185.4% | -29.1% | +214.5% | +177.1% |
| 10Y | +504.1% | -39.1% | +543.2% | +445.8% |
| All | +1,267.0% | +261.3% | +1,005.8% | +609.1% |
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