+65.0%
CNQ vs CBOE
+20.5%
+44.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.3% |
| 7D | +0.1% | -5.8% | +5.9% | +0.9% |
| 30D | +6.2% | -3.1% | +9.3% | +6.5% |
| 3M | +12.4% | -4.8% | +17.1% | +11.7% |
| 6M | +9.0% | -0.6% | +9.6% | +9.0% |
| YTD | +52.2% | +12.8% | +39.4% | +52.5% |
| 1Y | +65.0% | +19.8% | +45.3% | +65.2% |
| All | +65.0% | +20.5% | +44.6% | +65.2% |
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