+187.6%
CFG vs CBOE
+113.1%
+74.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | 0.0% |
| 7D | +0.7% | +6.0% | -5.3% | +1.5% |
| 30D | +2.8% | +19.9% | -17.2% | +5.5% |
| 3M | -10.1% | +28.4% | -38.4% | -6.6% |
| 6M | +3.2% | +5.2% | -2.0% | +3.7% |
| YTD | +14.2% | +46.4% | -32.2% | +23.7% |
| 1Y | +27.4% | +41.8% | -14.4% | +37.1% |
| 3Y | +187.6% | +114.4% | +73.1% | +245.2% |
| All | +187.6% | +113.1% | +74.5% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling