+1,232.4%
CF vs CBOE
+1,256.0%
-23.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.2% | +5.3% | -8.5% | -4.8% |
| 30D | +4.3% | +25.5% | -21.1% | -3.3% |
| 3M | +2.8% | +22.5% | -19.7% | -4.3% |
| 6M | +0.6% | +2.6% | -2.0% | -1.6% |
| YTD | +56.6% | +41.8% | +14.8% | +36.9% |
| 1Y | +49.6% | +40.9% | +8.8% | +31.0% |
| 3Y | +61.5% | +108.7% | -47.2% | +20.8% |
| 5Y | +124.0% | +181.4% | -57.5% | +47.9% |
| 10Y | +573.2% | +531.6% | +41.6% | +224.0% |
| All | +1,232.4% | +1,256.0% | -23.7% | +294.9% |
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