+518.7%
CBOE vs ALM
+2,100.8%
-1,582.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -6.0% | +1.8% |
| 7D | +6.3% | +1.2% | +5.0% | +6.3% |
| 30D | +24.9% | -19.3% | +44.3% | +25.0% |
| 3M | +28.5% | -40.6% | +69.1% | +28.6% |
| 6M | +2.9% | -57.9% | +60.8% | +3.2% |
| YTD | +50.7% | -6.7% | +57.4% | +49.4% |
| 1Y | +45.5% | +20.2% | +25.3% | +43.8% |
| 3Y | +116.3% | +879.4% | -763.1% | +107.7% |
| 5Y | +204.3% | +415.3% | -210.9% | +192.6% |
| All | +518.7% | +2,100.8% | -1,582.1% | +502.1% |
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