+23.5%
CBOE vs STZ
-12.7%
+36.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -3.7% | -4.1% | +0.4% | -3.2% |
| 30D | +2.0% | -7.6% | +9.6% | +2.8% |
| 3M | -4.2% | -12.3% | +8.0% | -2.8% |
| 6M | +1.2% | -16.3% | +17.5% | +2.3% |
| YTD | +15.4% | -8.4% | +23.7% | +15.5% |
| 1Y | +23.5% | -10.8% | +34.3% | +22.9% |
| All | +23.5% | -12.7% | +36.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling