+39.0%
CBOE vs ALM
+44.8%
-5.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | +7.7% | -6.4% | +14.1% | +7.3% |
| 30D | +24.4% | -35.0% | +59.4% | +21.6% |
| 3M | +20.0% | -33.8% | +53.8% | +18.2% |
| 6M | +2.4% | -55.0% | +57.4% | +0.4% |
| YTD | +38.5% | -0.2% | +38.8% | +33.9% |
| 1Y | +39.0% | +41.8% | -2.8% | +32.6% |
| All | +39.0% | +44.8% | -5.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling