+418.4%
CCJ vs CBOE
+1,025.9%
-607.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | +5.9% | -4.6% | +10.6% | +6.8% |
| 30D | +4.7% | +2.6% | +2.1% | +4.1% |
| 3M | -3.3% | +4.9% | -8.2% | -4.9% |
| 6M | -7.0% | -2.2% | -4.9% | -8.1% |
| YTD | +11.5% | +17.7% | -6.3% | +5.6% |
| 1Y | +32.3% | +26.1% | +6.2% | +23.2% |
| 3Y | +176.8% | +97.1% | +79.7% | +124.8% |
| 5Y | +351.8% | +149.2% | +202.6% | +241.5% |
| 10Y | +1,080.5% | +385.1% | +695.4% | +621.1% |
| All | +418.4% | +1,025.9% | -607.5% | +109.7% |
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