+38.9%
CNH vs CBOE
+897.9%
-859.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | +3.0% | +6.3% | -3.2% | +1.7% |
| 30D | -0.6% | +24.9% | -25.5% | -5.3% |
| 3M | +14.6% | +28.5% | -13.8% | +8.0% |
| 6M | +11.8% | +2.9% | +8.9% | +10.6% |
| YTD | +30.4% | +50.7% | -20.2% | +15.3% |
| 1Y | +19.1% | +45.5% | -26.4% | +6.2% |
| 3Y | +30.2% | +116.3% | -86.2% | +0.3% |
| 5Y | -17.8% | +204.3% | -222.2% | -44.6% |
| 10Y | +103.9% | +526.3% | -422.4% | +13.9% |
| All | +38.9% | +897.9% | -859.0% | -28.7% |
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 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