+1,036.7%
CBOE vs CHD
+615.3%
+421.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -4.6% | -2.9% | -1.7% | -3.8% |
| 30D | +2.6% | -6.2% | +8.8% | +4.5% |
| 3M | +4.9% | +1.6% | +3.4% | +4.3% |
| 6M | -2.2% | -3.5% | +1.4% | -1.5% |
| YTD | +17.7% | +16.2% | +1.5% | +11.8% |
| 1Y | +26.1% | +3.4% | +22.7% | +23.8% |
| 3Y | +97.1% | +4.6% | +92.5% | +91.1% |
| 5Y | +149.2% | +21.1% | +128.0% | +127.5% |
| 10Y | +385.1% | +126.5% | +258.5% | +243.3% |
| All | +1,036.7% | +615.3% | +421.3% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling