+57.9%
CNQ vs CBOE
+41.5%
+16.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -1.7% |
| 7D | -11.2% | +12.4% | -23.6% | -12.4% |
| 30D | +1.7% | +26.9% | -25.2% | -1.0% |
| 3M | +10.3% | +24.3% | -14.0% | +7.5% |
| 6M | +4.3% | +3.1% | +1.1% | +2.0% |
| YTD | +48.7% | +41.7% | +7.0% | +46.3% |
| 1Y | +57.9% | +41.5% | +16.4% | +55.8% |
| All | +57.9% | +41.5% | +16.5% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling