+369.4%
CBOE vs CRL
+249.3%
+120.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -3.7% | -6.9% | +3.2% | -2.8% |
| 30D | +2.0% | -3.2% | +5.2% | +2.3% |
| 3M | -4.2% | +46.5% | -50.8% | -9.3% |
| 6M | +1.2% | +63.1% | -61.9% | -6.1% |
| YTD | +15.4% | +36.9% | -21.5% | +9.4% |
| 1Y | +23.5% | +78.1% | -54.6% | +12.0% |
| 3Y | +93.2% | +36.7% | +56.5% | +74.9% |
| 5Y | +142.0% | -38.1% | +180.1% | +167.4% |
| All | +369.4% | +249.3% | +120.1% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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