+726.0%
CBOE vs ALM
+7,705.7%
-6,979.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -3.6% | -2.6% | -1.0% | -3.6% |
| 30D | +5.1% | +32.0% | -26.9% | +5.0% |
| 3M | +4.6% | -15.0% | +19.6% | +4.6% |
| 6M | -0.3% | -10.1% | +9.9% | -0.3% |
| YTD | +19.8% | +99.4% | -79.7% | +19.4% |
| 1Y | +28.4% | +316.4% | -288.0% | +27.6% |
| 3Y | +104.1% | +2,022.0% | -1,917.9% | +101.5% |
| 5Y | +150.9% | +941.2% | -790.3% | +148.0% |
| 10Y | +393.5% | +2,950.3% | -2,556.9% | +384.4% |
| All | +726.0% | +7,705.7% | -6,979.7% | +695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling