+1,350.3%
CRS vs CBOE
+136.7%
+1,213.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.2% |
| 7D | -6.8% | -5.8% | -1.0% | -6.9% |
| 30D | -16.1% | -3.1% | -13.0% | -16.2% |
| 3M | -21.2% | -4.8% | -16.4% | -20.9% |
| 6M | +8.7% | -0.6% | +9.2% | +8.5% |
| YTD | +41.0% | +12.8% | +28.2% | +39.7% |
| 1Y | +82.7% | +19.8% | +62.9% | +80.3% |
| 3Y | +604.8% | +86.9% | +517.8% | +512.5% |
| All | +1,350.3% | +136.7% | +1,213.6% | +1,038.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling