+5.5%
CG vs CBOE
+146.7%
-141.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -6.4% | -0.8% | -5.7% | -6.4% |
| 30D | -7.1% | +2.7% | -9.7% | -7.4% |
| 3M | -1.6% | +0.7% | -2.3% | -2.2% |
| 6M | -8.3% | -2.0% | -6.4% | -9.0% |
| YTD | -23.8% | +17.1% | -40.9% | -26.6% |
| 1Y | -28.7% | +26.5% | -55.2% | -32.4% |
| 3Y | +49.2% | +96.1% | -47.0% | +9.0% |
| 5Y | +5.5% | +149.3% | -143.8% | -38.2% |
| All | +5.5% | +146.7% | -141.2% | -38.2% |
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