-17.1%
CCI vs CBOE
+20.5%
-37.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.8% |
| 7D | -0.3% | -5.8% | +5.5% | +0.9% |
| 30D | +2.2% | -3.1% | +5.4% | +2.7% |
| 3M | -16.9% | -4.8% | -12.1% | -16.8% |
| 6M | -11.5% | -0.6% | -11.0% | -13.8% |
| YTD | -12.8% | +12.8% | -25.6% | -16.6% |
| 1Y | -17.1% | +19.8% | -36.9% | -21.4% |
| All | -17.1% | +20.5% | -37.6% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling