+420.1%
CORZ vs CBOE
+61.5%
+358.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +8.4% | -3.6% | +12.0% | +6.6% |
| 30D | -17.8% | +5.1% | -22.9% | -15.7% |
| 3M | -35.9% | +4.6% | -40.5% | -33.9% |
| 6M | +12.9% | -0.3% | +13.2% | +15.8% |
| YTD | +22.9% | +19.8% | +3.1% | +40.6% |
| 1Y | +31.4% | +28.4% | +3.0% | +57.5% |
| All | +420.1% | +61.5% | +358.5% | +608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling