+7.6%
CL vs CBOE
+26.4%
-18.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -1.4% | -4.6% | +3.3% | -0.9% |
| 30D | -5.2% | +2.6% | -7.9% | -5.5% |
| 3M | +3.3% | +4.9% | -1.6% | +2.6% |
| 6M | -4.4% | -2.2% | -2.2% | -4.6% |
| YTD | +13.9% | +17.7% | -3.8% | +8.1% |
| 1Y | +7.6% | +26.1% | -18.4% | -1.3% |
| All | +7.6% | +26.4% | -18.7% | -1.3% |
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