+394.2%
COR vs CBOE
+379.3%
+15.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -4.8% | -3.7% | -1.1% | -3.8% |
| 30D | -3.7% | +2.0% | -5.6% | -4.4% |
| 3M | +14.3% | -4.2% | +18.6% | +15.0% |
| 6M | -8.5% | +1.2% | -9.7% | -10.4% |
| YTD | -4.4% | +15.4% | -19.8% | -10.2% |
| 1Y | +9.1% | +23.5% | -14.4% | +0.2% |
| 3Y | +85.2% | +93.2% | -8.0% | +45.3% |
| 5Y | +180.7% | +142.0% | +38.7% | +101.4% |
| All | +394.2% | +379.3% | +15.0% | +170.8% |
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 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