+668.3%
CBOE vs RNG
+305.9%
+362.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.8% | -4.1% | +3.3% | -0.5% |
| 30D | +2.7% | +8.6% | -6.0% | +2.0% |
| 3M | +0.7% | +78.0% | -77.3% | -3.5% |
| 6M | -2.0% | +67.0% | -69.0% | -6.1% |
| YTD | +17.1% | +142.4% | -125.3% | +8.6% |
| 1Y | +26.5% | +120.4% | -93.9% | +17.9% |
| 3Y | +96.1% | +122.1% | -26.0% | +78.7% |
| 5Y | +149.3% | -69.8% | +219.1% | +167.9% |
| 10Y | +386.5% | +223.4% | +163.1% | +298.7% |
| All | +668.3% | +305.9% | +362.4% | +509.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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