+1,056.2%
CBOE vs RY
+630.4%
+425.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.6% | +3.1% | -6.7% | -4.6% |
| 30D | +5.1% | -0.3% | +5.4% | +5.1% |
| 3M | +4.6% | +8.7% | -4.1% | +1.7% |
| 6M | -0.3% | +28.5% | -28.8% | -8.4% |
| YTD | +19.8% | +25.1% | -5.4% | +10.9% |
| 1Y | +28.4% | +46.3% | -17.9% | +12.8% |
| 3Y | +104.1% | +154.9% | -50.8% | +45.7% |
| 5Y | +150.9% | +140.3% | +10.6% | +81.2% |
| 10Y | +393.5% | +377.0% | +16.5% | +176.2% |
| All | +1,056.2% | +630.4% | +425.9% | +444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling