+114.4%
CBOE vs RY
+160.5%
-46.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.3% |
| 7D | +6.0% | -0.6% | +6.5% | +5.9% |
| 30D | +19.9% | +6.1% | +13.8% | +20.6% |
| 3M | +28.4% | -3.4% | +31.7% | +28.2% |
| 6M | +5.2% | +12.8% | -7.6% | +6.1% |
| YTD | +46.4% | +21.0% | +25.4% | +48.1% |
| 1Y | +41.8% | +40.5% | +1.4% | +44.1% |
| 3Y | +114.4% | +159.9% | -45.4% | +127.5% |
| All | +114.4% | +160.5% | -46.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling