+485.1%
CBOE vs TRU
+226.0%
+259.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.8% | -6.5% | +5.7% | +0.1% |
| 30D | +2.7% | -2.5% | +5.2% | +3.0% |
| 3M | +0.7% | +10.4% | -9.6% | -0.9% |
| 6M | -2.0% | +1.6% | -3.6% | -2.8% |
| YTD | +17.1% | -9.7% | +26.8% | +17.8% |
| 1Y | +26.5% | -17.3% | +43.7% | +28.5% |
| 3Y | +96.1% | -1.8% | +98.0% | +86.0% |
| 5Y | +149.3% | -36.2% | +185.5% | +160.8% |
| 10Y | +386.5% | +143.2% | +243.3% | +299.3% |
| All | +485.1% | +226.0% | +259.1% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling