+86.5%
COR vs CBOE
+96.4%
-9.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -0.3% | +2.7% | -3.0% | -0.8% |
| 3M | +15.9% | +0.7% | +15.2% | +15.3% |
| 6M | -10.3% | -2.0% | -8.3% | -10.9% |
| YTD | -3.7% | +17.1% | -20.8% | -7.7% |
| 1Y | +9.1% | +26.5% | -17.4% | +2.9% |
| All | +86.5% | +96.4% | -9.9% | +69.7% |
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