+38.2%
CFG vs CBOE
+26.0%
+12.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | -4.5% | +2.7% | -7.2% | -4.3% |
| 3M | +6.3% | +0.7% | +5.6% | +6.5% |
| 6M | +20.6% | -2.0% | +22.6% | +21.7% |
| YTD | +21.2% | +17.1% | +4.1% | +23.6% |
| 1Y | +38.2% | +26.5% | +11.7% | +41.4% |
| All | +38.2% | +26.0% | +12.1% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling