+437.1%
CBOE vs RUN
-29.4%
+466.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.8% |
| 7D | -4.6% | +10.2% | -14.8% | -4.8% |
| 30D | +2.6% | -9.6% | +12.2% | +2.8% |
| 3M | +4.9% | -31.5% | +36.4% | +5.6% |
| 6M | -2.2% | -18.7% | +16.5% | -2.1% |
| YTD | +17.7% | -49.9% | +67.6% | +18.8% |
| 1Y | +26.1% | -45.5% | +71.6% | +26.7% |
| 3Y | +97.1% | -34.1% | +131.2% | +89.6% |
| 5Y | +149.2% | -79.4% | +228.6% | +146.5% |
| 10Y | +385.1% | +48.9% | +336.1% | +307.1% |
| All | +437.1% | -29.4% | +466.5% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling