+358.9%
CBOE vs CHD
+126.1%
+232.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -5.8% | -4.5% | -1.3% | -4.8% |
| 30D | -3.1% | -6.7% | +3.6% | -1.6% |
| 3M | -4.8% | -2.7% | -2.0% | -4.3% |
| 6M | -0.6% | -4.9% | +4.4% | +0.3% |
| YTD | +12.8% | +13.3% | -0.6% | +8.8% |
| 1Y | +19.8% | +1.0% | +18.8% | +18.7% |
| 3Y | +86.9% | +1.3% | +85.6% | +84.1% |
| 5Y | +136.5% | +20.8% | +115.7% | +120.8% |
| All | +358.9% | +126.1% | +232.7% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling