-35.8%
CBRS vs CBOE
-19.6%
-16.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -5.7% |
| 7D | +15.7% | -4.6% | +20.4% | +13.1% |
| 30D | -11.9% | +2.6% | -14.5% | -10.8% |
| 3M | -16.0% | +4.9% | -20.9% | -13.3% |
| All | -35.8% | -19.6% | -16.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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 · Available span rolling