+62.8%
CBOE vs AS
+114.1%
-51.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -1.9% |
| 7D | -4.6% | -2.6% | -2.0% | -4.8% |
| 30D | +2.6% | -22.1% | +24.8% | +1.2% |
| 3M | +4.9% | -15.3% | +20.3% | +4.0% |
| 6M | -2.2% | -15.6% | +13.4% | -2.9% |
| YTD | +17.7% | -23.2% | +40.9% | +16.5% |
| 1Y | +26.1% | -21.7% | +47.8% | +24.8% |
| All | +62.8% | +114.1% | -51.3% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling