+1,056.2%
CBOE vs RGEN
+4,888.1%
-3,831.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -3.6% | -4.9% | +1.3% | -3.5% |
| 30D | +5.1% | +5.7% | -0.6% | +4.8% |
| 3M | +4.6% | +32.4% | -27.8% | +3.3% |
| 6M | -0.3% | +33.2% | -33.4% | -1.7% |
| YTD | +19.8% | +2.3% | +17.5% | +19.3% |
| 1Y | +28.4% | +39.0% | -10.6% | +25.9% |
| 3Y | +104.1% | -4.6% | +108.7% | +101.0% |
| 5Y | +150.9% | -42.7% | +193.6% | +150.2% |
| 10Y | +393.5% | +433.6% | -40.1% | +326.8% |
| All | +1,056.2% | +4,888.1% | -3,831.9% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling