+1,031.0%
CBOE vs TRI
+301.9%
+729.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.8% | -8.4% | +7.6% | +1.4% |
| 30D | +2.7% | -6.5% | +9.2% | +4.1% |
| 3M | +0.7% | +18.6% | -17.9% | -5.0% |
| 6M | -2.0% | -10.4% | +8.5% | -0.7% |
| YTD | +17.1% | -23.7% | +40.8% | +23.8% |
| 1Y | +26.5% | -42.5% | +69.0% | +46.7% |
| 3Y | +96.1% | -19.3% | +115.4% | +96.5% |
| 5Y | +149.3% | -9.7% | +159.0% | +136.0% |
| 10Y | +386.5% | +194.4% | +192.1% | +195.4% |
| All | +1,031.0% | +301.9% | +729.1% | +477.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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