+104.9%
CBOE vs AS
+131.9%
-27.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.1% |
| 7D | +6.9% | -3.0% | +10.0% | +6.8% |
| 30D | +24.1% | +9.6% | +14.6% | +24.8% |
| 3M | +30.9% | -8.2% | +39.1% | +30.4% |
| 6M | +5.9% | -9.9% | +15.8% | +5.4% |
| YTD | +48.2% | -16.8% | +65.0% | +47.3% |
| 1Y | +43.5% | +3.0% | +40.5% | +44.0% |
| All | +104.9% | +131.9% | -27.0% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling