+122.2%
CMS vs CBOE
+385.3%
-263.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.2% | -0.8% | +0.9% | +0.3% |
| 30D | -1.3% | +2.7% | -4.0% | -2.0% |
| 3M | -5.4% | +0.7% | -6.1% | -6.0% |
| 6M | -10.3% | -2.0% | -8.4% | -11.0% |
| YTD | -0.2% | +17.1% | -17.4% | -5.5% |
| 1Y | -0.9% | +26.5% | -27.4% | -8.0% |
| 3Y | +34.0% | +96.1% | -62.2% | +10.2% |
| 5Y | +23.6% | +149.3% | -125.7% | -5.6% |
| 10Y | +122.2% | +386.5% | -264.2% | +69.0% |
| All | +122.2% | +385.3% | -263.1% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling