-43.4%
CCL vs CBOE
+379.3%
-422.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -4.3% | -3.7% | -0.6% | -3.1% |
| 30D | -19.0% | +2.0% | -20.9% | -19.7% |
| 3M | -13.1% | -4.2% | -8.8% | -12.8% |
| 6M | -13.3% | +1.2% | -14.5% | -16.3% |
| YTD | -25.2% | +15.4% | -40.6% | -32.0% |
| 1Y | -27.2% | +23.5% | -50.7% | -36.0% |
| 3Y | +49.2% | +93.2% | -44.0% | -1.7% |
| 5Y | +0.4% | +142.0% | -141.6% | -43.3% |
| All | -43.4% | +379.3% | -422.6% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling