+217.7%
CCI vs CBOE
+1,025.9%
-808.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +0.2% | -4.6% | +4.8% | +1.5% |
| 30D | +0.5% | +2.6% | -2.1% | -0.4% |
| 3M | -16.3% | +4.9% | -21.2% | -17.8% |
| 6M | -13.9% | -2.2% | -11.8% | -14.5% |
| YTD | -12.4% | +17.7% | -30.2% | -17.4% |
| 1Y | -15.2% | +26.1% | -41.3% | -21.7% |
| 3Y | -9.9% | +97.1% | -107.0% | -27.1% |
| 5Y | -50.8% | +149.2% | -200.0% | -63.2% |
| 10Y | +18.3% | +385.1% | -366.8% | -26.2% |
| All | +217.7% | +1,025.9% | -808.3% | +52.6% |
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 · 6 months rolling