+329.7%
CFG vs CBOE
+705.2%
-375.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | +3.2% | +6.3% | -3.1% | +1.1% |
| 30D | +5.1% | +24.9% | -19.8% | -2.8% |
| 3M | -11.2% | +28.5% | -39.7% | -19.2% |
| 6M | +9.6% | +2.9% | +6.7% | +7.1% |
| YTD | +15.0% | +50.7% | -35.7% | -4.7% |
| 1Y | +29.9% | +45.5% | -15.6% | +9.1% |
| 3Y | +192.1% | +116.3% | +75.8% | +96.2% |
| 5Y | +62.3% | +204.3% | -142.0% | -11.3% |
| 10Y | +219.2% | +526.3% | -307.1% | +18.4% |
| All | +329.7% | +705.2% | -375.5% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling