+1,056.2%
CBOE vs STZ
+798.4%
+257.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | +5.1% | -1.9% | +7.0% | +5.4% |
| 3M | +4.6% | -6.2% | +10.8% | +5.9% |
| 6M | -0.3% | -14.0% | +13.7% | +2.4% |
| YTD | +19.8% | -5.1% | +24.9% | +20.1% |
| 1Y | +28.4% | -9.6% | +37.9% | +29.8% |
| 3Y | +104.1% | -47.2% | +151.3% | +128.7% |
| 5Y | +150.9% | -33.6% | +184.5% | +165.3% |
| 10Y | +393.5% | -9.8% | +403.3% | +370.6% |
| All | +1,056.2% | +798.4% | +257.9% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling