+78.8%
CNQ vs CBOE
+89.1%
-10.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.6% |
| 7D | +0.1% | -5.8% | +5.9% | 0.0% |
| 30D | +6.2% | -3.1% | +9.3% | +6.1% |
| 3M | +12.4% | -4.8% | +17.1% | +11.5% |
| 6M | +9.0% | -0.6% | +9.6% | +9.5% |
| YTD | +52.2% | +12.8% | +39.4% | +56.1% |
| 1Y | +65.0% | +19.8% | +45.3% | +71.1% |
| 3Y | +78.8% | +86.9% | -8.1% | +112.1% |
| All | +78.8% | +89.1% | -10.3% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling