+1,354.8%
CBOE vs THC
+1,264.6%
+90.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +6.3% | +1.0% | +5.3% | +6.2% |
| 30D | +24.9% | +5.3% | +19.6% | +24.4% |
| 3M | +28.5% | +7.1% | +21.3% | +27.7% |
| 6M | +2.9% | +46.0% | -43.2% | -0.1% |
| YTD | +50.7% | +43.9% | +6.7% | +46.1% |
| 1Y | +45.5% | +45.4% | 0.0% | +40.8% |
| 3Y | +116.3% | +421.3% | -304.9% | +87.7% |
| 5Y | +204.3% | +261.5% | -57.1% | +166.8% |
| 10Y | +526.3% | +1,865.8% | -1,339.5% | +357.9% |
| All | +1,354.8% | +1,264.6% | +90.1% | +894.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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