+1,329.5%
CBOE vs GEN
+472.2%
+857.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | +4.5% | -3.0% | +7.5% | +4.9% |
| 30D | +26.2% | +24.7% | +1.5% | +22.3% |
| 3M | +27.1% | +4.1% | +23.0% | +25.8% |
| 6M | +4.2% | +36.0% | -31.8% | -1.0% |
| YTD | +48.0% | +10.9% | +37.2% | +44.2% |
| 1Y | +42.4% | +12.2% | +30.3% | +38.4% |
| 3Y | +116.8% | +63.3% | +53.5% | +96.3% |
| 5Y | +199.0% | +29.0% | +170.0% | +176.8% |
| 10Y | +515.4% | +147.5% | +367.9% | +389.7% |
| All | +1,329.5% | +472.2% | +857.3% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling