+49.3%
CCL vs CBOE
+89.1%
-39.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +0.6% |
| 7D | -3.2% | -5.8% | +2.6% | -4.9% |
| 30D | -17.8% | -3.1% | -14.6% | -18.4% |
| 3M | -18.7% | -4.8% | -13.9% | -19.1% |
| 6M | -11.4% | -0.6% | -10.8% | -9.5% |
| YTD | -24.3% | +12.8% | -37.1% | -18.8% |
| 1Y | -28.8% | +19.8% | -48.6% | -21.9% |
| 3Y | +49.3% | +86.9% | -37.6% | +65.8% |
| All | +49.3% | +89.1% | -39.8% | +65.8% |
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