-0.9%
CCL vs CBOE
+146.7%
-147.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.4% |
| 30D | -18.2% | +2.7% | -20.9% | -18.1% |
| 3M | -17.7% | +0.7% | -18.4% | -17.5% |
| 6M | -13.0% | -2.0% | -11.0% | -12.9% |
| YTD | -24.5% | +17.1% | -41.6% | -25.4% |
| 1Y | -26.9% | +26.5% | -53.4% | -28.5% |
| 3Y | +50.8% | +96.1% | -45.4% | +22.3% |
| 5Y | -0.9% | +149.3% | -150.2% | -31.7% |
| All | -0.9% | +146.7% | -147.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling