+66.4%
CME vs CBOE
+119.7%
-53.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | +3.9% | +6.3% | -2.3% | +1.4% |
| 30D | +11.3% | +24.9% | -13.6% | +1.4% |
| 3M | +19.6% | +28.5% | -8.9% | +7.3% |
| 6M | +8.1% | +2.9% | +5.2% | +5.4% |
| YTD | +20.4% | +50.7% | -30.3% | -0.4% |
| 1Y | +16.5% | +45.5% | -29.0% | -2.1% |
| 3Y | +66.4% | +116.3% | -49.9% | +19.9% |
| All | +66.4% | +119.7% | -53.2% | +19.9% |
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