+233.3%
CP vs CBOE
+385.3%
-152.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -0.5% | +2.7% | -3.2% | -1.2% |
| 3M | +0.1% | +0.7% | -0.6% | -0.6% |
| 6M | +7.8% | -2.0% | +9.8% | +6.8% |
| YTD | +22.9% | +17.1% | +5.7% | +16.1% |
| 1Y | +21.3% | +26.5% | -5.2% | +12.3% |
| 3Y | +20.4% | +96.1% | -75.8% | -4.6% |
| 5Y | +34.9% | +149.3% | -114.4% | -2.3% |
| 10Y | +233.3% | +386.5% | -153.1% | +103.6% |
| All | +233.3% | +385.3% | -152.0% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling