+94.1%
CBOE vs ALM
+2,150.5%
-2,056.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.5% |
| 7D | -0.8% | +3.6% | -4.4% | -0.7% |
| 30D | +2.7% | +33.8% | -31.1% | +3.1% |
| 3M | +0.7% | +14.8% | -14.1% | +1.2% |
| 6M | -2.0% | -7.0% | +5.0% | -1.5% |
| YTD | +17.1% | +108.1% | -90.9% | +16.3% |
| 1Y | +26.5% | +313.8% | -287.3% | +24.1% |
| All | +94.1% | +2,150.5% | -2,056.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling