+61.5%
CF vs CBOE
+112.4%
-50.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.2% | +5.3% | -8.5% | -3.9% |
| 30D | +4.3% | +25.5% | -21.1% | +1.1% |
| 3M | +2.8% | +22.5% | -19.7% | -0.3% |
| 6M | +0.6% | +2.6% | -2.0% | -0.7% |
| YTD | +56.6% | +41.8% | +14.8% | +50.1% |
| 1Y | +49.6% | +40.9% | +8.8% | +43.5% |
| 3Y | +61.5% | +108.7% | -47.2% | +53.2% |
| All | +61.5% | +112.4% | -50.9% | +53.2% |
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