+7.8%
CNH vs CBOE
+95.4%
-87.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.8% |
| 7D | +8.8% | -4.6% | +13.4% | +8.0% |
| 30D | +24.7% | +2.6% | +22.0% | +25.1% |
| 3M | +27.3% | +4.9% | +22.4% | +29.3% |
| 6M | +23.2% | -2.2% | +25.3% | +25.0% |
| YTD | +48.9% | +17.7% | +31.2% | +54.2% |
| 1Y | +19.4% | +26.1% | -6.7% | +24.7% |
| 3Y | +7.8% | +97.1% | -89.4% | +20.7% |
| All | +7.8% | +95.4% | -87.6% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling