+1,330.6%
CBOE vs RY
+610.4%
+720.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +6.9% | -3.0% | +9.9% | +7.9% |
| 30D | +24.1% | +6.3% | +17.9% | +21.7% |
| 3M | +30.9% | -2.6% | +33.5% | +31.7% |
| 6M | +5.9% | +13.9% | -8.1% | +1.0% |
| YTD | +48.2% | +21.7% | +26.5% | +38.1% |
| 1Y | +43.5% | +40.4% | +3.0% | +27.5% |
| 3Y | +117.0% | +161.3% | -44.3% | +53.2% |
| 5Y | +203.4% | +126.5% | +76.9% | +123.3% |
| 10Y | +515.9% | +354.3% | +161.6% | +249.3% |
| All | +1,330.6% | +610.4% | +720.3% | +578.2% |
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