+1,354.8%
CBOE vs GEN
+485.9%
+868.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.4% |
| 7D | +6.3% | +2.0% | +4.2% | +6.0% |
| 30D | +24.9% | +27.7% | -2.8% | +20.7% |
| 3M | +28.5% | +3.3% | +25.2% | +27.3% |
| 6M | +2.9% | +31.8% | -28.9% | -1.8% |
| YTD | +50.7% | +13.5% | +37.2% | +46.2% |
| 1Y | +45.5% | +16.0% | +29.4% | +40.7% |
| 3Y | +116.3% | +70.6% | +45.8% | +94.7% |
| 5Y | +204.3% | +32.1% | +172.2% | +180.8% |
| 10Y | +526.3% | +153.4% | +372.9% | +396.8% |
| All | +1,354.8% | +485.9% | +868.9% | +808.1% |
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