+518.7%
CBOE vs CRL
+350.3%
+168.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +6.3% | +0.1% | +6.1% | +6.2% |
| 30D | +24.9% | +11.9% | +13.0% | +22.8% |
| 3M | +28.5% | +20.2% | +8.3% | +24.9% |
| 6M | +2.9% | +107.5% | -104.7% | -7.3% |
| YTD | +50.7% | +69.4% | -18.8% | +38.6% |
| 1Y | +45.5% | +99.7% | -54.3% | +30.4% |
| 3Y | +116.3% | +98.8% | +17.6% | +82.8% |
| 5Y | +204.3% | -12.4% | +216.8% | +214.2% |
| All | +518.7% | +350.3% | +168.5% | +258.0% |
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