+11.8%
CRM vs CBOE
+89.1%
-77.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +1.8% |
| 7D | -4.4% | -5.8% | +1.4% | -4.8% |
| 30D | +28.1% | -3.1% | +31.3% | +28.0% |
| 3M | +48.8% | -4.8% | +53.6% | +47.9% |
| 6M | +28.3% | -0.6% | +28.8% | +27.3% |
| YTD | -6.0% | +12.8% | -18.8% | -4.8% |
| 1Y | +1.4% | +19.8% | -18.3% | +3.8% |
| 3Y | +11.8% | +86.9% | -75.1% | +9.1% |
| All | +11.8% | +89.1% | -77.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling