+1,056.2%
CBOE vs CRL
+702.3%
+354.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | +5.1% | +10.7% | -5.6% | +3.4% |
| 3M | +4.6% | +55.3% | -50.7% | -2.5% |
| 6M | -0.3% | +60.7% | -60.9% | -8.1% |
| YTD | +19.8% | +44.6% | -24.9% | +11.8% |
| 1Y | +28.4% | +77.7% | -49.4% | +15.2% |
| 3Y | +104.1% | +37.6% | +66.5% | +83.3% |
| 5Y | +150.9% | -35.8% | +186.7% | +165.2% |
| 10Y | +393.5% | +241.7% | +151.8% | +225.1% |
| All | +1,056.2% | +702.3% | +354.0% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling