+134.0%
CNC vs CBOE
+29.2%
+104.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.5% | -3.6% | +7.2% | +4.0% |
| 30D | +0.1% | +5.1% | -5.0% | -0.7% |
| 3M | +6.9% | +4.6% | +2.3% | +5.8% |
| 6M | +49.0% | -0.3% | +49.3% | +45.8% |
| YTD | +62.9% | +19.8% | +43.2% | +63.4% |
| 1Y | +134.0% | +28.4% | +105.6% | +139.9% |
| All | +134.0% | +29.2% | +104.8% | +139.9% |
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