+76.7%
CF vs CBOE
+103.4%
-26.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | -3.6% | +9.6% | +6.5% |
| 30D | +14.8% | +5.1% | +9.8% | +13.8% |
| 3M | +14.1% | +4.6% | +9.4% | +13.0% |
| 6M | +28.5% | -0.3% | +28.8% | +27.7% |
| YTD | +74.9% | +19.8% | +55.2% | +71.6% |
| 1Y | +61.7% | +28.4% | +33.3% | +58.1% |
| All | +76.7% | +103.4% | -26.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling