+98.8%
CFG vs CBOE
+148.7%
-49.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | +6.3% | +0.7% | +5.6% | +6.3% |
| 6M | +20.6% | -2.0% | +22.6% | +20.6% |
| YTD | +21.2% | +17.1% | +4.1% | +19.9% |
| 1Y | +38.2% | +26.5% | +11.7% | +36.0% |
| 3Y | +185.9% | +96.1% | +89.8% | +151.1% |
| All | +98.8% | +148.7% | -49.9% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling