+612.8%
CRS vs CBOE
+93.5%
+519.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.6% |
| 7D | -4.1% | -3.7% | -0.4% | -5.0% |
| 30D | -16.6% | +2.0% | -18.5% | -16.0% |
| 3M | -14.3% | -4.2% | -10.0% | -14.2% |
| 6M | +11.6% | +1.2% | +10.4% | +13.8% |
| YTD | +42.6% | +15.4% | +27.2% | +50.9% |
| 1Y | +81.8% | +23.5% | +58.3% | +96.7% |
| All | +612.8% | +93.5% | +519.4% | +712.9% |
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 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