+45.0%
CG vs CBOE
+119.7%
-74.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +1.4% |
| 7D | +0.2% | +6.3% | -6.1% | +1.3% |
| 30D | +11.2% | +24.9% | -13.8% | +16.0% |
| 3M | -22.1% | +28.5% | -50.5% | -18.2% |
| 6M | -17.9% | +2.9% | -20.8% | -19.1% |
| YTD | -31.3% | +50.7% | -82.0% | -22.8% |
| 1Y | -24.0% | +45.5% | -69.4% | -15.7% |
| 3Y | +45.0% | +116.3% | -71.4% | +83.8% |
| All | +45.0% | +119.7% | -74.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling