+67.8%
CF vs CBOE
+119.7%
-51.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.1% |
| 7D | +4.8% | +6.3% | -1.5% | +3.9% |
| 30D | +4.7% | +24.9% | -20.2% | +1.5% |
| 3M | +7.4% | +28.5% | -21.0% | +3.5% |
| 6M | +0.6% | +2.9% | -2.3% | -1.0% |
| YTD | +64.1% | +50.7% | +13.4% | +56.0% |
| 1Y | +51.4% | +45.5% | +5.9% | +44.2% |
| 3Y | +67.8% | +116.3% | -48.5% | +60.6% |
| All | +67.8% | +119.7% | -51.8% | +60.6% |
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 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