+1,388.1%
CF vs CBOE
+1,045.3%
+342.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | -3.6% | +9.6% | +7.2% |
| 30D | +14.8% | +5.1% | +9.8% | +12.8% |
| 3M | +14.1% | +4.6% | +9.4% | +11.7% |
| 6M | +28.5% | -0.3% | +28.8% | +26.9% |
| YTD | +74.9% | +19.8% | +55.2% | +62.2% |
| 1Y | +61.7% | +28.4% | +33.3% | +46.3% |
| 3Y | +80.3% | +104.1% | -23.8% | +35.3% |
| 5Y | +226.0% | +150.9% | +75.1% | +123.4% |
| 10Y | +569.9% | +393.5% | +176.4% | +250.0% |
| All | +1,388.1% | +1,045.3% | +342.8% | +367.9% |
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 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