+1,056.2%
CBOE vs CAPR
-95.4%
+1,151.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -3.6% | -2.0% | -1.6% | -3.6% |
| 30D | +5.1% | +139.2% | -134.1% | +4.6% |
| 3M | +4.6% | -66.4% | +71.0% | +4.7% |
| 6M | -0.3% | -63.1% | +62.9% | -0.2% |
| YTD | +19.8% | -67.4% | +87.2% | +19.9% |
| 1Y | +28.4% | +58.2% | -29.9% | +26.4% |
| 3Y | +104.1% | +42.2% | +61.9% | +99.1% |
| 5Y | +150.9% | +87.3% | +63.7% | +143.4% |
| 10Y | +393.5% | -75.3% | +468.8% | +370.9% |
| All | +1,056.2% | -95.4% | +1,151.7% | +1,018.0% |
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