+306.8%
CFG vs CBOE
+385.3%
-78.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | -4.5% | +2.7% | -7.2% | -5.6% |
| 3M | +6.3% | +0.7% | +5.6% | +4.8% |
| 6M | +20.6% | -2.0% | +22.6% | +18.4% |
| YTD | +21.2% | +17.1% | +4.1% | +10.0% |
| 1Y | +38.2% | +26.5% | +11.7% | +20.8% |
| 3Y | +185.9% | +96.1% | +89.8% | +91.1% |
| 5Y | +97.0% | +149.3% | -52.3% | +11.7% |
| 10Y | +306.8% | +386.5% | -79.7% | +46.1% |
| All | +306.8% | +385.3% | -78.5% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling