+577.9%
CBOE vs USFR
+27.6%
+550.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | +2.6% | +0.3% | +2.3% | +2.6% |
| 3M | +4.9% | +1.0% | +4.0% | +5.0% |
| 6M | -2.2% | +1.9% | -4.1% | -2.1% |
| YTD | +17.7% | +2.7% | +15.1% | +17.8% |
| 1Y | +26.1% | +4.0% | +22.1% | +26.2% |
| 3Y | +97.1% | +14.0% | +83.1% | +98.3% |
| 5Y | +149.2% | +20.4% | +128.8% | +151.7% |
| 10Y | +385.1% | +28.1% | +357.0% | +388.8% |
| All | +577.9% | +27.6% | +550.3% | +577.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling