+318.0%
CORZ vs CBOE
+99.7%
+218.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +26.4% | +4.5% | +21.9% | +29.0% |
| 30D | -6.8% | +26.2% | -33.0% | +5.1% |
| 3M | -31.1% | +27.1% | -58.2% | -21.9% |
| 6M | -36.9% | +4.2% | -41.1% | -34.1% |
| YTD | -1.2% | +48.0% | -49.3% | +26.2% |
| 1Y | -12.5% | +42.4% | -55.0% | +9.2% |
| All | +318.0% | +99.7% | +218.3% | +535.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling