+65.7%
CFG vs CBOE
+194.5%
-128.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.5% |
| 7D | +0.7% | +6.0% | -5.3% | +0.7% |
| 30D | +2.8% | +19.9% | -17.2% | +2.6% |
| 3M | -10.1% | +28.4% | -38.4% | -10.2% |
| 6M | +3.2% | +5.2% | -2.0% | +3.5% |
| YTD | +14.2% | +46.4% | -32.2% | +12.8% |
| 1Y | +27.4% | +41.8% | -14.4% | +26.1% |
| 3Y | +187.6% | +114.4% | +73.1% | +162.8% |
| 5Y | +65.7% | +202.9% | -137.2% | +30.4% |
| All | +65.7% | +194.5% | -128.8% | +30.4% |
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 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