+94.1%
CBOE vs GEN
+57.6%
+36.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.8% | -2.9% | +2.1% | -0.7% |
| 30D | +2.7% | +2.1% | +0.6% | +2.6% |
| 3M | +0.7% | +19.7% | -19.0% | +0.6% |
| 6M | -2.0% | +33.3% | -35.2% | -3.2% |
| YTD | +17.1% | +11.1% | +6.0% | +16.4% |
| 1Y | +26.5% | +3.0% | +23.5% | +25.9% |
| All | +94.1% | +57.6% | +36.5% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling