+970.7%
CMI vs CBOE
+1,003.5%
-32.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +0.8% | -3.7% | +4.5% | +1.7% |
| 30D | -12.8% | +2.0% | -14.7% | -13.3% |
| 3M | -12.4% | -4.2% | -8.2% | -12.3% |
| 6M | -0.9% | +1.2% | -2.1% | -3.1% |
| YTD | +8.9% | +15.4% | -6.5% | +2.3% |
| 1Y | +37.7% | +23.5% | +14.2% | +26.6% |
| 3Y | +148.9% | +93.2% | +55.7% | +93.6% |
| 5Y | +164.4% | +142.0% | +22.4% | +87.8% |
| 10Y | +506.9% | +379.2% | +127.7% | +218.2% |
| All | +970.7% | +1,003.5% | -32.8% | +227.3% |
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 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