+136.6%
CMS vs CBOE
+513.5%
-376.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.4% |
| 7D | +0.5% | +6.0% | -5.5% | -0.8% |
| 30D | +7.4% | +19.9% | -12.5% | +3.0% |
| 3M | +1.9% | +28.4% | -26.5% | -4.1% |
| 6M | -2.3% | +5.2% | -7.5% | -4.2% |
| YTD | +3.0% | +46.4% | -43.5% | -7.7% |
| 1Y | -2.8% | +41.8% | -44.6% | -12.1% |
| 3Y | +37.9% | +114.4% | -76.5% | +10.9% |
| 5Y | +34.0% | +202.9% | -168.9% | -3.0% |
| All | +136.6% | +513.5% | -376.9% | +54.3% |
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 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