-25.6%
CG vs CBOE
+29.2%
-54.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | -3.6% | -0.7% | -4.6% |
| 30D | -5.1% | +5.1% | -10.2% | -4.6% |
| 3M | +8.7% | +4.6% | +4.1% | +7.8% |
| 6M | -9.2% | -0.3% | -9.0% | -9.4% |
| YTD | -18.9% | +19.8% | -38.6% | -16.1% |
| 1Y | -25.6% | +28.4% | -54.0% | -22.3% |
| All | -25.6% | +29.2% | -54.8% | -22.3% |
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 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