-24.2%
CORZ vs CBOE
+40.3%
-64.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +4.6% |
| 7D | -7.8% | +6.0% | -13.8% | -5.5% |
| 30D | -14.8% | +19.9% | -34.7% | -8.0% |
| 3M | -32.5% | +28.4% | -60.8% | -25.5% |
| 6M | -42.7% | +5.2% | -47.9% | -39.3% |
| YTD | -9.8% | +46.4% | -56.2% | 0.0% |
| All | -24.2% | +40.3% | -64.5% | -10.8% |
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