+574.3%
CF vs CBOE
+385.3%
+189.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -0.9% | -4.6% | +3.7% | +0.5% |
| 30D | +18.1% | +2.6% | +15.4% | +16.8% |
| 3M | +23.4% | +4.9% | +18.4% | +20.6% |
| 6M | +17.1% | -2.2% | +19.3% | +16.3% |
| YTD | +76.2% | +17.7% | +58.5% | +63.8% |
| 1Y | +62.3% | +26.1% | +36.2% | +47.1% |
| 3Y | +71.8% | +97.1% | -25.3% | +28.1% |
| 5Y | +234.6% | +149.2% | +85.4% | +122.7% |
| 10Y | +574.3% | +385.1% | +189.2% | +207.9% |
| All | +574.3% | +385.3% | +189.0% | +207.9% |
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