-3.1%
CMG vs CBOE
+136.7%
-139.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -2.1% | -5.8% | +3.8% | -1.2% |
| 30D | +10.9% | -3.1% | +14.1% | +11.3% |
| 3M | +15.8% | -4.8% | +20.6% | +16.1% |
| 6M | +6.9% | -0.6% | +7.5% | +6.0% |
| YTD | -2.2% | +12.8% | -15.0% | -5.2% |
| 1Y | -7.1% | +19.8% | -26.9% | -11.1% |
| 3Y | -7.1% | +86.9% | -94.1% | -26.1% |
| All | -3.1% | +136.7% | -139.7% | -35.6% |
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