+36.4%
CDE vs CBOE
+978.8%
-942.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.8% |
| 7D | -3.1% | -5.8% | +2.7% | -1.6% |
| 30D | +9.5% | -3.1% | +12.6% | +10.1% |
| 3M | +25.5% | -4.8% | +30.2% | +25.6% |
| 6M | -7.9% | -0.6% | -7.3% | -10.2% |
| YTD | +15.6% | +12.8% | +2.8% | +8.0% |
| 1Y | +34.0% | +19.8% | +14.3% | +22.7% |
| 3Y | +791.9% | +86.9% | +705.0% | +578.9% |
| 5Y | +197.7% | +136.5% | +61.2% | +106.1% |
| 10Y | +55.0% | +368.4% | -313.4% | -15.9% |
| All | +36.4% | +978.8% | -942.3% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling