+80.6%
CRWD vs CBOE
+39.5%
+41.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -9.6% | +7.7% | -17.4% | -8.6% |
| 30D | -11.6% | +24.4% | -36.0% | -8.8% |
| 3M | +14.1% | +20.0% | -5.9% | +17.5% |
| 6M | +105.4% | +2.4% | +103.1% | +108.4% |
| YTD | +105.6% | +38.5% | +67.1% | +104.3% |
| 1Y | +80.6% | +39.0% | +41.6% | +79.5% |
| All | +80.6% | +39.5% | +41.1% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling