+1,493.1%
CBOE vs CPAY
+1,524.4%
-31.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | +2.7% | +1.3% | +1.4% | +2.4% |
| 3M | +0.7% | +13.5% | -12.8% | -1.6% |
| 6M | -2.0% | +24.7% | -26.7% | -6.1% |
| YTD | +17.1% | +34.9% | -17.8% | +10.2% |
| 1Y | +26.5% | +29.7% | -3.2% | +19.5% |
| 3Y | +96.1% | +49.4% | +46.7% | +75.5% |
| 5Y | +149.3% | +53.5% | +95.8% | +117.8% |
| 10Y | +386.5% | +152.5% | +234.0% | +271.4% |
| All | +1,493.1% | +1,524.4% | -31.3% | +661.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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