+24.5%
CORZ vs CBOE
+26.0%
-1.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.6% |
| 7D | +7.6% | -0.8% | +8.4% | +7.3% |
| 30D | -6.9% | +2.7% | -9.6% | -5.9% |
| 3M | -33.0% | +0.7% | -33.7% | -32.6% |
| 6M | +19.3% | -2.0% | +21.3% | +20.8% |
| YTD | +24.2% | +17.1% | +7.1% | +28.1% |
| 1Y | +24.5% | +26.5% | -2.0% | +32.0% |
| All | +24.5% | +26.0% | -1.5% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling