+39.0%
CBOE vs CAI
+12.6%
+26.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.4% |
| 7D | +7.7% | -6.3% | +14.0% | +7.3% |
| 30D | +24.4% | +9.3% | +15.1% | +25.0% |
| 3M | +20.0% | +106.3% | -86.3% | +26.2% |
| 6M | +2.4% | +77.7% | -75.4% | +7.1% |
| YTD | +38.5% | +23.1% | +15.4% | +43.0% |
| 1Y | +39.0% | +6.5% | +32.4% | +43.2% |
| All | +39.0% | +12.6% | +26.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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