+189.0%
CDE vs CBOE
+136.7%
+52.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | -3.1% | -5.8% | +2.7% | -2.9% |
| 30D | +9.5% | -3.1% | +12.6% | +9.5% |
| 3M | +25.5% | -4.8% | +30.2% | +25.6% |
| 6M | -7.9% | -0.6% | -7.3% | -9.2% |
| YTD | +15.6% | +12.8% | +2.8% | +10.9% |
| 1Y | +34.0% | +19.8% | +14.3% | +27.1% |
| 3Y | +791.9% | +86.9% | +705.0% | +587.6% |
| All | +189.0% | +136.7% | +52.3% | +88.6% |
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