+358.9%
CBOE vs CPB
-45.3%
+404.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -5.8% | -1.8% | -4.0% | -5.6% |
| 30D | -3.1% | -7.1% | +3.9% | -2.5% |
| 3M | -4.8% | -6.0% | +1.3% | -4.4% |
| 6M | -0.6% | -5.3% | +4.7% | -0.3% |
| YTD | +12.8% | -20.8% | +33.6% | +15.3% |
| 1Y | +19.8% | -33.8% | +53.6% | +25.1% |
| 3Y | +86.9% | -43.7% | +130.7% | +98.7% |
| 5Y | +136.5% | -40.7% | +177.2% | +148.7% |
| All | +358.9% | -45.3% | +404.2% | +375.3% |
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