+31.5%
CP vs CBOE
+151.5%
-120.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +2.4% | -4.6% | +7.1% | +2.8% |
| 30D | -0.5% | +2.6% | -3.2% | -0.8% |
| 3M | +1.4% | +4.9% | -3.5% | +0.8% |
| 6M | +10.3% | -2.2% | +12.5% | +9.9% |
| YTD | +24.3% | +17.7% | +6.6% | +21.0% |
| 1Y | +20.4% | +26.1% | -5.6% | +16.2% |
| 3Y | +21.8% | +97.1% | -75.3% | +3.1% |
| 5Y | +31.5% | +149.2% | -117.7% | +0.9% |
| All | +31.5% | +151.5% | -120.0% | +0.9% |
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