+149.3%
CBOE vs CAPR
+76.3%
+73.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | -0.8% | -12.6% | +11.9% | -0.8% |
| 30D | +2.7% | +124.4% | -121.7% | +2.6% |
| 3M | +0.7% | -66.8% | +67.5% | +0.7% |
| 6M | -2.0% | -71.8% | +69.8% | -2.0% |
| YTD | +17.1% | -70.1% | +87.2% | +17.1% |
| 1Y | +26.5% | +33.3% | -6.8% | +26.0% |
| 3Y | +96.1% | +36.7% | +59.4% | +88.7% |
| 5Y | +149.3% | +72.5% | +76.8% | +134.4% |
| All | +149.3% | +76.3% | +73.0% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling