+84.9%
CL vs CBOE
+521.7%
-436.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.3% | -0.7% |
| 7D | +2.6% | +6.0% | -3.4% | +1.2% |
| 30D | +11.8% | +19.9% | -8.2% | +6.9% |
| 3M | +5.9% | +28.4% | -22.4% | -0.6% |
| 6M | +13.3% | +5.2% | +8.2% | +11.1% |
| YTD | +27.1% | +46.4% | -19.3% | +13.8% |
| 1Y | +28.0% | +41.8% | -13.8% | +15.5% |
| 3Y | +39.4% | +114.4% | -75.1% | +11.9% |
| 5Y | +40.8% | +202.9% | -162.1% | +2.1% |
| 10Y | +84.9% | +511.3% | -426.4% | +13.2% |
| All | +84.9% | +521.7% | -436.8% | +13.2% |
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 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