+1,354.8%
CBOE vs CRL
+839.8%
+514.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.4% |
| 3M | +28.5% | +20.2% | +8.3% | +24.3% |
| 6M | +2.9% | +107.5% | -104.7% | -8.7% |
| YTD | +50.7% | +69.4% | -18.8% | +36.8% |
| 1Y | +45.5% | +99.7% | -54.3% | +28.3% |
| 3Y | +116.3% | +98.8% | +17.6% | +80.2% |
| 5Y | +204.3% | -12.4% | +216.8% | +201.3% |
| 10Y | +526.3% | +352.9% | +173.4% | +291.8% |
| All | +1,354.8% | +839.8% | +514.9% | +629.3% |
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