+358.9%
CBOE vs ALM
+2,589.2%
-2,230.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.2% |
| 7D | -5.8% | -11.8% | +6.0% | -5.8% |
| 30D | -3.1% | +7.8% | -10.9% | -3.2% |
| 3M | -4.8% | -9.3% | +4.5% | -4.7% |
| 6M | -0.6% | -30.5% | +29.9% | -0.3% |
| YTD | +12.8% | +75.8% | -63.0% | +11.7% |
| 1Y | +19.8% | +241.2% | -221.4% | +17.4% |
| 3Y | +86.9% | +1,872.6% | -1,785.7% | +78.3% |
| 5Y | +136.5% | +849.6% | -713.0% | +126.6% |
| All | +358.9% | +2,589.2% | -2,230.4% | +330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling