+1,354.8%
CBOE vs CAPR
-95.4%
+1,450.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.9% | +8.7% | +1.8% |
| 7D | +6.3% | +5.9% | +0.4% | +6.2% |
| 30D | +24.9% | +44.6% | -19.7% | +24.7% |
| 3M | +28.5% | +126.4% | -97.9% | +27.9% |
| 6M | +2.9% | -68.6% | +71.5% | +3.0% |
| YTD | +50.7% | -67.0% | +117.6% | +50.7% |
| 1Y | +45.5% | +65.2% | -19.7% | +43.2% |
| 3Y | +116.3% | +235.6% | -119.2% | +109.8% |
| 5Y | +204.3% | +175.4% | +28.9% | +194.4% |
| 10Y | +526.3% | -65.0% | +591.3% | +496.2% |
| All | +1,354.8% | -95.4% | +1,450.1% | +1,306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling