+1,360.0%
COR vs CBOE
+1,025.9%
+334.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.4% |
| 7D | -1.9% | -4.6% | +2.7% | -0.7% |
| 30D | +1.5% | +2.6% | -1.1% | +0.6% |
| 3M | +18.7% | +4.9% | +13.8% | +16.4% |
| 6M | -9.0% | -2.2% | -6.9% | -9.8% |
| YTD | -3.3% | +17.7% | -21.0% | -9.2% |
| 1Y | +9.8% | +26.1% | -16.2% | +1.0% |
| 3Y | +87.4% | +97.1% | -9.8% | +49.7% |
| 5Y | +180.5% | +149.2% | +31.3% | +106.7% |
| 10Y | +398.1% | +385.1% | +13.1% | +196.3% |
| All | +1,360.0% | +1,025.9% | +334.1% | +548.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling