+1,056.2%
CBOE vs CASY
+2,277.6%
-1,221.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +5.1% | -11.3% | +16.4% | +7.6% |
| 3M | +4.6% | -0.6% | +5.3% | +4.3% |
| 6M | -0.3% | +10.7% | -11.0% | -2.7% |
| YTD | +19.8% | +37.1% | -17.4% | +11.9% |
| 1Y | +28.4% | +52.3% | -23.9% | +17.2% |
| 3Y | +104.1% | +215.2% | -111.1% | +56.3% |
| 5Y | +150.9% | +276.5% | -125.6% | +82.5% |
| 10Y | +393.5% | +508.4% | -114.9% | +214.1% |
| All | +1,056.2% | +2,277.6% | -1,221.4% | +433.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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