+39.0%
CBOE vs AS
+3.3%
+35.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.7% |
| 7D | +7.7% | +13.8% | -6.0% | +9.0% |
| 30D | +24.4% | +16.7% | +7.7% | +26.1% |
| 3M | +20.0% | -11.5% | +31.5% | +18.5% |
| 6M | +2.4% | -5.5% | +7.9% | +1.8% |
| YTD | +38.5% | -14.2% | +52.7% | +37.5% |
| 1Y | +39.0% | +2.1% | +36.9% | +36.9% |
| All | +39.0% | +3.3% | +35.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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