-3.8%
CMS vs CBOE
+40.3%
-44.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.1% |
| 7D | +0.5% | +6.0% | -5.5% | +0.2% |
| 30D | +7.4% | +19.9% | -12.5% | +6.4% |
| 3M | +1.9% | +28.4% | -26.5% | +0.6% |
| 6M | -2.3% | +5.2% | -7.5% | -2.5% |
| YTD | +3.0% | +46.4% | -43.5% | -0.1% |
| All | -3.8% | +40.3% | -44.1% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling