+104.8%
CBOE vs AS
+125.3%
-20.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.2% |
| 7D | +4.5% | -3.6% | +8.1% | +4.3% |
| 30D | +26.2% | +3.4% | +22.8% | +26.5% |
| 3M | +27.1% | -8.6% | +35.7% | +26.5% |
| 6M | +4.2% | -10.0% | +14.2% | +3.7% |
| YTD | +48.0% | -19.2% | +67.2% | +46.9% |
| 1Y | +42.4% | -3.8% | +46.2% | +42.5% |
| All | +104.8% | +125.3% | -20.5% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling