+56.1%
CDE vs CBOE
+368.5%
-312.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.7% |
| 7D | -3.1% | -5.8% | +2.7% | -1.7% |
| 30D | +9.5% | -3.1% | +12.6% | +10.0% |
| 3M | +25.5% | -4.8% | +30.2% | +25.6% |
| 6M | -7.9% | -0.6% | -7.3% | -10.3% |
| YTD | +15.6% | +12.8% | +2.8% | +7.8% |
| 1Y | +34.0% | +19.8% | +14.3% | +22.3% |
| 3Y | +791.9% | +86.9% | +705.0% | +563.0% |
| 5Y | +197.7% | +136.5% | +61.2% | +97.6% |
| All | +56.1% | +368.5% | -312.4% | +1.8% |
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 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