+1,354.8%
CBOE vs STZ
+928.7%
+426.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +6.3% | +2.6% | +3.7% | +5.7% |
| 30D | +24.9% | +15.2% | +9.7% | +21.3% |
| 3M | +28.5% | +7.6% | +20.8% | +26.3% |
| 6M | +2.9% | +5.3% | -2.4% | +1.6% |
| YTD | +50.7% | +8.6% | +42.0% | +46.8% |
| 1Y | +45.5% | +15.6% | +29.9% | +39.7% |
| 3Y | +116.3% | -35.2% | +151.5% | +131.9% |
| 5Y | +204.3% | -29.1% | +233.4% | +217.4% |
| 10Y | +526.3% | +12.9% | +513.4% | +471.6% |
| All | +1,354.8% | +928.7% | +426.1% | +621.0% |
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