+771.8%
CME vs CBOE
+1,045.3%
-273.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | -3.6% | +2.0% | +0.2% |
| 30D | +6.2% | +5.1% | +1.2% | +3.4% |
| 3M | +10.4% | +4.6% | +5.8% | +7.1% |
| 6M | -9.5% | -0.3% | -9.3% | -10.9% |
| YTD | +6.0% | +19.8% | -13.7% | -5.1% |
| 1Y | +9.3% | +28.4% | -19.1% | -5.6% |
| 3Y | +57.7% | +104.1% | -46.4% | +5.3% |
| 5Y | +77.7% | +150.9% | -73.2% | +4.6% |
| 10Y | +281.2% | +393.5% | -112.3% | +53.9% |
| All | +771.8% | +1,045.3% | -273.5% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling