+68.0%
CNH vs CBOE
+693.1%
-625.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +23.3% | -3.6% | +26.9% | +24.2% |
| 30D | +33.5% | +5.1% | +28.4% | +31.8% |
| 3M | +32.7% | +4.6% | +28.1% | +30.3% |
| 6M | +22.2% | -0.3% | +22.4% | +20.2% |
| YTD | +57.7% | +19.8% | +37.9% | +47.1% |
| 1Y | +28.0% | +28.4% | -0.4% | +16.6% |
| 3Y | +11.5% | +104.1% | -92.6% | -14.8% |
| 5Y | +11.9% | +150.9% | -139.0% | -21.6% |
| 10Y | +162.8% | +393.5% | -230.7% | +54.7% |
| All | +68.0% | +693.1% | -625.2% | -9.1% |
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