+281.7%
CORZ vs CBOE
+97.5%
+184.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +4.9% |
| 7D | -7.8% | +6.0% | -13.8% | -5.0% |
| 30D | -14.8% | +19.9% | -34.7% | -6.0% |
| 3M | -32.5% | +28.4% | -60.8% | -23.1% |
| 6M | -42.7% | +5.2% | -47.9% | -39.8% |
| YTD | -9.8% | +46.4% | -56.2% | +14.6% |
| 1Y | -31.9% | +41.8% | -73.7% | -15.1% |
| All | +281.7% | +97.5% | +184.2% | +477.6% |
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