+245.6%
CRH vs CBOE
+368.5%
-122.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.5% |
| 7D | -6.1% | -5.8% | -0.2% | -4.8% |
| 30D | -9.3% | -3.1% | -6.1% | -8.8% |
| 3M | -15.2% | -4.8% | -10.4% | -14.9% |
| 6M | -14.2% | -0.6% | -13.6% | -15.7% |
| YTD | -28.3% | +12.8% | -41.0% | -32.2% |
| 1Y | -21.8% | +19.8% | -41.5% | -27.5% |
| 3Y | +71.6% | +86.9% | -15.3% | +33.0% |
| 5Y | +96.6% | +136.5% | -39.9% | +37.3% |
| All | +245.6% | +368.5% | -122.9% | +74.0% |
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