+159.4%
CCJ vs CBOE
+89.1%
+70.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -1.4% |
| 7D | -4.0% | -5.8% | +1.8% | -5.7% |
| 30D | -2.4% | -3.1% | +0.8% | -3.1% |
| 3M | -2.3% | -4.8% | +2.4% | -3.0% |
| 6M | -16.2% | -0.6% | -15.7% | -14.8% |
| YTD | +5.7% | +12.8% | -7.1% | +11.3% |
| 1Y | +21.3% | +19.8% | +1.5% | +30.3% |
| 3Y | +159.4% | +86.9% | +72.4% | +260.1% |
| All | +159.4% | +89.1% | +70.3% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling