+73.1%
CME vs CBOE
+202.6%
-129.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | +3.9% | +6.3% | -2.3% | +1.3% |
| 30D | +11.3% | +24.9% | -13.6% | +1.1% |
| 3M | +19.6% | +28.5% | -8.9% | +6.9% |
| 6M | +8.1% | +2.9% | +5.2% | +5.5% |
| YTD | +20.4% | +50.7% | -30.3% | -1.0% |
| 1Y | +16.5% | +45.5% | -29.0% | -2.7% |
| 3Y | +66.4% | +116.3% | -49.9% | +16.1% |
| All | +73.1% | +202.6% | -129.6% | -0.5% |
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