+1,078.1%
CMG vs CBOE
+1,020.3%
+57.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | +12.1% | +2.7% | +9.4% | +11.2% |
| 3M | +20.6% | +0.7% | +19.9% | +19.5% |
| 6M | +2.1% | -2.0% | +4.1% | +1.3% |
| YTD | -2.6% | +17.1% | -19.8% | -7.8% |
| 1Y | -8.7% | +26.5% | -35.2% | -15.6% |
| 3Y | -7.4% | +96.1% | -103.5% | -26.1% |
| 5Y | -5.7% | +149.3% | -155.0% | -30.6% |
| 10Y | +322.3% | +386.5% | -64.1% | +144.1% |
| All | +1,078.1% | +1,020.3% | +57.7% | +344.2% |
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