+679.5%
CMS vs CBOE
+1,254.1%
-574.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.9% | +1.0% | -1.9% | -1.1% |
| 30D | +7.1% | +16.0% | -8.9% | +3.8% |
| 3M | -1.3% | +23.4% | -24.7% | -5.7% |
| 6M | -2.7% | +1.7% | -4.4% | -3.8% |
| YTD | +2.6% | +41.6% | -39.0% | -6.0% |
| 1Y | -2.0% | +38.5% | -40.5% | -9.8% |
| 3Y | +39.6% | +105.7% | -66.1% | +17.1% |
| 5Y | +35.3% | +185.4% | -150.1% | +4.7% |
| 10Y | +132.3% | +504.1% | -371.8% | +53.2% |
| All | +679.5% | +1,254.1% | -574.6% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling