+380.0%
CRWD vs CBOE
+89.1%
+290.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.5% |
| 7D | -3.0% | -5.8% | +2.8% | -4.3% |
| 30D | -6.8% | -3.1% | -3.6% | -7.3% |
| 3M | +19.6% | -4.8% | +24.3% | +19.1% |
| 6M | +87.1% | -0.6% | +87.6% | +88.9% |
| YTD | +76.4% | +12.8% | +63.6% | +85.2% |
| 1Y | +90.8% | +19.8% | +71.0% | +104.5% |
| 3Y | +380.0% | +86.9% | +293.0% | +419.0% |
| All | +380.0% | +89.1% | +290.9% | +419.0% |
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