+19.8%
CBOE vs RUN
-47.1%
+66.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.3% |
| 7D | -5.8% | -3.7% | -2.1% | -6.1% |
| 30D | -3.1% | -13.0% | +9.9% | -4.0% |
| 3M | -4.8% | -31.8% | +27.0% | -6.6% |
| 6M | -0.6% | -32.2% | +31.7% | -1.8% |
| YTD | +12.8% | -53.5% | +66.3% | +10.4% |
| 1Y | +19.8% | -46.5% | +66.3% | +19.9% |
| All | +19.8% | -47.1% | +66.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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