+7.1%
CRM vs CBOE
+29.2%
-22.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | +1.3% | -3.6% | +4.9% | +1.3% |
| 30D | +34.3% | +5.1% | +29.3% | +34.3% |
| 3M | +37.7% | +4.6% | +33.1% | +37.3% |
| 6M | +34.9% | -0.3% | +35.2% | +28.7% |
| YTD | -1.6% | +19.8% | -21.4% | -3.2% |
| 1Y | +7.1% | +28.4% | -21.2% | +7.8% |
| All | +7.1% | +29.2% | -22.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling