+1,265.5%
CF vs CBOE
+1,300.3%
-34.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +1.5% |
| 7D | +4.8% | +6.0% | -1.2% | +2.8% |
| 30D | +9.7% | +19.9% | -10.2% | +3.3% |
| 3M | +1.2% | +28.4% | -27.1% | -7.2% |
| 6M | +7.4% | +5.2% | +2.2% | +4.3% |
| YTD | +60.5% | +46.4% | +14.1% | +38.9% |
| 1Y | +50.7% | +41.8% | +8.9% | +31.8% |
| 3Y | +64.8% | +114.4% | -49.6% | +22.2% |
| 5Y | +115.8% | +202.9% | -87.1% | +38.9% |
| 10Y | +481.0% | +511.3% | -30.3% | +182.4% |
| All | +1,265.5% | +1,300.3% | -34.8% | +300.5% |
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