+142.0%
CBOE vs USFR
+20.4%
+121.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +2.0% | +0.3% | +1.6% | +1.8% |
| 3M | -4.2% | +1.0% | -5.2% | -4.7% |
| 6M | +1.2% | +1.9% | -0.7% | +0.5% |
| YTD | +15.4% | +2.7% | +12.7% | +14.8% |
| 1Y | +23.5% | +4.0% | +19.5% | +23.3% |
| 3Y | +93.2% | +14.1% | +79.1% | +99.2% |
| 5Y | +142.0% | +20.5% | +121.5% | +187.7% |
| All | +142.0% | +20.4% | +121.5% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling