+1,323.2%
CRS vs CBOE
+368.5%
+954.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | -6.8% | -5.8% | -1.0% | -5.3% |
| 30D | -16.1% | -3.1% | -13.0% | -15.5% |
| 3M | -21.2% | -4.8% | -16.4% | -20.7% |
| 6M | +8.7% | -0.6% | +9.2% | +6.1% |
| YTD | +41.0% | +12.8% | +28.2% | +31.4% |
| 1Y | +82.7% | +19.8% | +62.9% | +66.1% |
| 3Y | +604.8% | +86.9% | +517.8% | +410.6% |
| 5Y | +1,384.7% | +136.5% | +1,248.2% | +845.2% |
| All | +1,323.2% | +368.5% | +954.7% | +420.8% |
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 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