+1,056.2%
CBOE vs RRC
-8.4%
+1,064.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -3.6% | +1.3% | -4.9% | -3.7% |
| 30D | +5.1% | +10.1% | -5.0% | +4.5% |
| 3M | +4.6% | +4.0% | +0.6% | +4.4% |
| 6M | -0.3% | +1.6% | -1.8% | -0.4% |
| YTD | +19.8% | +19.7% | 0.0% | +18.5% |
| 1Y | +28.4% | +21.4% | +6.9% | +26.8% |
| 3Y | +104.1% | +29.7% | +74.4% | +99.6% |
| 5Y | +150.9% | +153.9% | -3.0% | +133.6% |
| 10Y | +393.5% | +10.8% | +382.7% | +361.6% |
| All | +1,056.2% | -8.4% | +1,064.6% | +788.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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