+11.7%
CMI vs CBOE
+39.5%
-27.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.0% | -5.7% |
| 7D | -11.2% | +7.7% | -18.9% | -9.7% |
| 30D | -9.8% | +24.4% | -34.3% | -5.6% |
| 3M | -25.5% | +20.0% | -45.6% | -22.5% |
| 6M | -27.7% | +2.4% | -30.0% | -25.6% |
| YTD | -6.6% | +38.5% | -45.2% | +3.3% |
| 1Y | +11.7% | +39.0% | -27.3% | +22.9% |
| All | +11.7% | +39.5% | -27.8% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling