+518.7%
CBOE vs CPB
-38.9%
+557.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.4% |
| 7D | +6.3% | -1.6% | +7.8% | +6.4% |
| 30D | +24.9% | +19.2% | +5.7% | +22.4% |
| 3M | +28.5% | -0.9% | +29.4% | +28.2% |
| 6M | +2.9% | +15.2% | -12.4% | +0.8% |
| YTD | +50.7% | -13.1% | +63.7% | +52.2% |
| 1Y | +45.5% | -22.4% | +67.9% | +49.0% |
| 3Y | +116.3% | -35.3% | +151.6% | +126.2% |
| 5Y | +204.3% | -33.0% | +237.3% | +215.3% |
| All | +518.7% | -38.9% | +557.6% | +536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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