-36.5%
CORZ vs CBOE
+7.3%
-43.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.8% | +11.6% |
| 7D | +14.2% | +6.9% | +7.2% | +18.3% |
| 30D | -3.0% | +24.1% | -27.1% | +8.6% |
| 3M | -26.3% | +30.9% | -57.2% | -15.6% |
| 6M | -36.5% | +5.9% | -42.4% | -31.8% |
| All | -36.5% | +7.3% | -43.8% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling