-17.4%
CNH vs CBOE
+201.6%
-219.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +6.4% | +4.5% | +1.9% | +6.5% |
| 30D | -1.6% | +26.2% | -27.9% | -1.3% |
| 3M | +11.6% | +27.1% | -15.6% | +11.9% |
| 6M | +12.5% | +4.2% | +8.3% | +15.0% |
| YTD | +31.1% | +48.0% | -17.0% | +29.4% |
| 1Y | +17.0% | +42.4% | -25.4% | +16.0% |
| 3Y | +28.7% | +116.8% | -88.1% | +16.5% |
| 5Y | -17.4% | +199.0% | -216.4% | -33.8% |
| All | -17.4% | +201.6% | -219.0% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling