+45.5%
CBOE vs GEN
+14.8%
+30.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.7% |
| 7D | +6.3% | +2.0% | +4.2% | +6.2% |
| 30D | +24.9% | +27.7% | -2.8% | +23.9% |
| 3M | +28.5% | +3.3% | +25.2% | +26.2% |
| 6M | +2.9% | +31.8% | -28.9% | +0.7% |
| YTD | +50.7% | +13.5% | +37.2% | +46.9% |
| 1Y | +45.5% | +16.0% | +29.4% | +42.2% |
| All | +45.5% | +14.8% | +30.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling