+153.3%
CMI vs CBOE
+89.1%
+64.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +0.7% |
| 7D | -0.7% | -5.8% | +5.1% | -2.0% |
| 30D | -12.4% | -3.1% | -9.2% | -12.9% |
| 3M | -14.8% | -4.8% | -10.0% | -15.2% |
| 6M | +0.8% | -0.6% | +1.4% | +2.5% |
| YTD | +10.2% | +12.8% | -2.6% | +15.0% |
| 1Y | +37.4% | +19.8% | +17.7% | +45.4% |
| 3Y | +153.3% | +86.9% | +66.3% | +165.3% |
| All | +153.3% | +89.1% | +64.2% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling