+28.4%
CBOE vs RGEN
+45.2%
-16.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | -0.1% |
| 7D | -3.6% | -4.9% | +1.3% | -3.9% |
| 30D | +5.1% | +5.7% | -0.6% | +5.4% |
| 3M | +4.6% | +32.4% | -27.8% | +6.4% |
| 6M | -0.3% | +33.2% | -33.4% | +1.7% |
| YTD | +19.8% | +2.3% | +17.5% | +19.8% |
| 1Y | +28.4% | +39.0% | -10.6% | +32.7% |
| All | +28.4% | +45.2% | -16.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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