+76.1%
CME vs CBOE
+146.7%
-70.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | +4.7% | +2.7% | +2.0% | +3.4% |
| 3M | +7.8% | +0.7% | +7.1% | +6.7% |
| 6M | -11.0% | -2.0% | -9.0% | -11.4% |
| YTD | +4.0% | +17.1% | -13.1% | -4.2% |
| 1Y | +9.1% | +26.5% | -17.4% | -2.7% |
| 3Y | +52.3% | +96.1% | -43.9% | +11.9% |
| 5Y | +76.1% | +149.3% | -73.2% | +14.4% |
| All | +76.1% | +146.7% | -70.6% | +14.4% |
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