+1,354.8%
CBOE vs RGEN
+4,893.7%
-3,539.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +6.3% | -3.3% | +9.6% | +6.4% |
| 30D | +24.9% | -5.8% | +30.8% | +25.1% |
| 3M | +28.5% | +0.2% | +28.3% | +28.2% |
| 6M | +2.9% | +56.8% | -53.9% | +0.6% |
| YTD | +50.7% | +2.4% | +48.3% | +49.8% |
| 1Y | +45.5% | +11.4% | +34.0% | +44.1% |
| 3Y | +116.3% | +15.2% | +101.2% | +110.6% |
| 5Y | +204.3% | -35.1% | +239.4% | +201.1% |
| 10Y | +526.3% | +419.6% | +106.7% | +441.8% |
| All | +1,354.8% | +4,893.7% | -3,539.0% | +995.1% |
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