+1,031.0%
CBOE vs VCLT
+97.6%
+933.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +2.7% | +0.1% | +2.6% | +2.7% |
| 3M | +0.7% | -2.9% | +3.6% | +0.8% |
| 6M | -2.0% | -4.0% | +2.0% | -1.9% |
| YTD | +17.1% | -2.2% | +19.4% | +17.2% |
| 1Y | +26.5% | -2.6% | +29.1% | +26.6% |
| 3Y | +96.1% | +12.3% | +83.8% | +95.1% |
| 5Y | +149.3% | -16.4% | +165.7% | +147.5% |
| 10Y | +386.5% | +18.1% | +368.4% | +416.7% |
| All | +1,031.0% | +97.6% | +933.4% | +1,353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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