+97.1%
CBOE vs CAPR
+42.0%
+55.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.7% |
| 7D | -4.6% | -9.5% | +4.8% | -4.7% |
| 30D | +2.6% | +121.5% | -118.9% | +2.9% |
| 3M | +4.9% | -65.4% | +70.3% | +4.8% |
| 6M | -2.2% | -67.5% | +65.4% | -2.3% |
| YTD | +17.7% | -68.6% | +86.3% | +17.5% |
| 1Y | +26.1% | +42.7% | -16.6% | +27.3% |
| 3Y | +97.1% | +43.4% | +53.8% | +100.1% |
| All | +97.1% | +42.0% | +55.1% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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