+149.3%
CBOE vs CRL
-37.6%
+186.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.8% | -4.6% | +3.8% | -0.7% |
| 30D | +2.7% | +0.5% | +2.2% | +2.7% |
| 3M | +0.7% | +46.6% | -45.9% | -0.2% |
| 6M | -2.0% | +57.3% | -59.2% | -3.1% |
| YTD | +17.1% | +39.5% | -22.4% | +16.2% |
| 1Y | +26.5% | +76.9% | -50.4% | +24.2% |
| 3Y | +96.1% | +39.4% | +56.8% | +91.7% |
| 5Y | +149.3% | -37.2% | +186.5% | +180.1% |
| All | +149.3% | -37.6% | +186.9% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling