+86.9%
CBOE vs TRU
-1.3%
+88.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -5.8% | -2.7% | -3.1% | -5.9% |
| 30D | -3.1% | -2.0% | -1.1% | -3.2% |
| 3M | -4.8% | +18.4% | -23.2% | -3.8% |
| 6M | -0.6% | +8.9% | -9.4% | +0.1% |
| YTD | +12.8% | -8.9% | +21.7% | +12.7% |
| 1Y | +19.8% | -15.9% | +35.6% | +19.2% |
| 3Y | +86.9% | -1.1% | +88.0% | +90.5% |
| All | +86.9% | -1.3% | +88.2% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling