+492.2%
COR vs CBOE
+524.9%
-32.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.5% |
| 7D | +7.8% | +6.3% | +1.6% | +6.1% |
| 30D | +7.0% | +24.9% | -17.9% | +0.5% |
| 3M | +16.3% | +28.5% | -12.2% | +8.0% |
| 6M | +41.3% | +2.9% | +38.4% | +38.9% |
| YTD | +7.1% | +50.7% | -43.5% | -6.7% |
| 1Y | -0.8% | +45.5% | -46.3% | -12.8% |
| 3Y | +85.0% | +116.3% | -31.4% | +41.9% |
| 5Y | +203.9% | +204.3% | -0.5% | +105.3% |
| All | +492.2% | +524.9% | -32.8% | +218.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling