+404.9%
CORZ vs CBOE
+55.6%
+349.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.7% |
| 7D | -3.0% | -3.7% | +0.7% | -4.7% |
| 30D | -12.1% | +2.0% | -14.1% | -11.1% |
| 3M | -32.4% | -4.2% | -28.1% | -33.1% |
| 6M | +12.4% | +1.2% | +11.2% | +16.5% |
| YTD | +19.3% | +15.4% | +3.9% | +34.2% |
| 1Y | +8.6% | +23.5% | -14.9% | +27.9% |
| All | +404.9% | +55.6% | +349.3% | +576.0% |
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