+518.7%
CBOE vs GEN
+152.9%
+365.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | +6.3% | +2.0% | +4.2% | +6.0% |
| 30D | +24.9% | +27.7% | -2.8% | +21.7% |
| 3M | +28.5% | +3.3% | +25.2% | +27.5% |
| 6M | +2.9% | +31.8% | -28.9% | -0.8% |
| YTD | +50.7% | +13.5% | +37.2% | +47.2% |
| 1Y | +45.5% | +16.0% | +29.4% | +41.8% |
| 3Y | +116.3% | +70.6% | +45.8% | +98.9% |
| 5Y | +204.3% | +32.1% | +172.2% | +185.6% |
| All | +518.7% | +152.9% | +365.8% | +429.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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