+24.1%
CMS vs CBOE
+151.5%
-127.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.2% | -4.6% | +5.9% | +1.9% |
| 30D | -3.2% | +2.6% | -5.8% | -3.6% |
| 3M | -2.2% | +4.9% | -7.1% | -3.2% |
| 6M | -9.4% | -2.2% | -7.3% | -9.8% |
| YTD | +0.7% | +17.7% | -17.0% | -3.5% |
| 1Y | +0.4% | +26.1% | -25.7% | -5.2% |
| 3Y | +35.2% | +97.1% | -61.9% | +17.5% |
| 5Y | +24.1% | +149.2% | -125.0% | +1.9% |
| All | +24.1% | +151.5% | -127.4% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling