+1,403.8%
CRS vs CBOE
+1,020.3%
+383.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | -18.1% | +2.7% | -20.8% | -18.9% |
| 3M | -12.4% | +0.7% | -13.2% | -13.6% |
| 6M | +15.9% | -2.0% | +17.9% | +13.7% |
| YTD | +45.8% | +17.1% | +28.7% | +33.9% |
| 1Y | +87.8% | +26.5% | +61.3% | +67.1% |
| 3Y | +648.7% | +96.1% | +552.6% | +438.1% |
| 5Y | +1,416.6% | +149.3% | +1,267.3% | +868.2% |
| 10Y | +1,412.7% | +386.5% | +1,026.2% | +608.0% |
| All | +1,403.8% | +1,020.3% | +383.5% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling