+136.0%
CMS vs CBOE
+520.8%
-384.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -1.1% | +6.9% | -8.1% | -2.6% |
| 30D | +6.6% | +24.1% | -17.6% | +1.4% |
| 3M | +0.8% | +30.9% | -30.1% | -5.6% |
| 6M | -3.3% | +5.9% | -9.2% | -5.3% |
| YTD | +2.7% | +48.2% | -45.4% | -8.1% |
| 1Y | -4.0% | +43.5% | -47.5% | -13.5% |
| 3Y | +37.6% | +117.0% | -79.4% | +10.4% |
| 5Y | +35.4% | +203.4% | -167.9% | -1.9% |
| 10Y | +136.0% | +515.9% | -379.9% | +53.5% |
| All | +136.0% | +520.8% | -384.8% | +53.5% |
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