+305.2%
CG vs CBOE
+368.5%
-63.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | -9.9% | -5.8% | -4.0% | -8.4% |
| 30D | -11.7% | -3.1% | -8.5% | -11.1% |
| 3M | -4.3% | -4.8% | +0.5% | -3.9% |
| 6M | -8.8% | -0.6% | -8.2% | -10.5% |
| YTD | -26.9% | +12.8% | -39.7% | -31.3% |
| 1Y | -35.4% | +19.8% | -55.2% | -40.7% |
| 3Y | +43.0% | +86.9% | -43.9% | +5.0% |
| 5Y | +1.9% | +136.5% | -134.6% | -33.4% |
| All | +305.2% | +368.5% | -63.3% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling