+444.5%
CORZ vs CBOE
+58.8%
+385.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +3.9% |
| 7D | +16.6% | -4.6% | +21.2% | +14.0% |
| 30D | -10.9% | +2.6% | -13.5% | -9.6% |
| 3M | -31.0% | +4.9% | -35.9% | -28.7% |
| 6M | +26.0% | -2.2% | +28.2% | +28.0% |
| YTD | +28.6% | +17.7% | +10.9% | +46.1% |
| 1Y | +34.5% | +26.1% | +8.4% | +59.9% |
| All | +444.5% | +58.8% | +385.7% | +636.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling