+1.2%
CBOE vs RUN
-25.0%
+26.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.8% |
| 7D | -3.7% | -3.4% | -0.3% | -4.1% |
| 30D | +2.0% | -14.0% | +15.9% | +0.2% |
| 3M | -4.2% | -27.5% | +23.2% | -7.3% |
| 6M | +1.2% | -29.0% | +30.2% | +1.3% |
| All | +1.2% | -25.0% | +26.1% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling