+95.2%
CNC vs CBOE
+368.5%
-273.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.2% |
| 7D | -0.9% | -5.8% | +4.9% | +0.7% |
| 30D | -1.0% | -3.1% | +2.2% | -0.3% |
| 3M | +4.5% | -4.8% | +9.3% | +5.2% |
| 6M | +85.2% | -0.6% | +85.8% | +82.5% |
| YTD | +61.4% | +12.8% | +48.6% | +53.5% |
| 1Y | +94.9% | +19.8% | +75.1% | +81.5% |
| 3Y | 0.0% | +86.9% | -86.9% | -20.3% |
| 5Y | +11.2% | +136.5% | -125.3% | -19.0% |
| All | +95.2% | +368.5% | -273.3% | +55.8% |
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