-2.0%
CBOE vs CAI
+31.3%
-33.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.7% |
| 7D | -0.8% | -3.1% | +2.3% | -1.0% |
| 30D | +2.7% | +2.7% | 0.0% | +3.1% |
| 3M | +0.7% | +41.7% | -41.0% | +4.0% |
| 6M | -2.0% | +26.5% | -28.4% | +0.2% |
| All | -2.0% | +31.3% | -33.3% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling