+1,009.7%
CNC vs CBOE
+1,020.3%
-10.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.6% |
| 30D | -3.8% | +2.7% | -6.5% | -4.7% |
| 3M | -3.2% | +0.7% | -4.0% | -4.2% |
| 6M | +47.9% | -2.0% | +49.9% | +46.8% |
| YTD | +55.7% | +17.1% | +38.5% | +46.0% |
| 1Y | +106.2% | +26.5% | +79.7% | +88.4% |
| 3Y | -2.1% | +96.1% | -98.2% | -23.6% |
| 5Y | +3.4% | +149.3% | -145.9% | -26.5% |
| 10Y | +91.7% | +386.5% | -294.8% | +4.6% |
| All | +1,009.7% | +1,020.3% | -10.6% | +306.3% |
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