+1,340.4%
CRWD vs CBOE
+193.4%
+1,147.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -2.8% | -3.7% | +0.8% | -2.3% |
| 30D | -5.9% | +2.0% | -7.8% | -6.2% |
| 3M | +29.0% | -4.2% | +33.2% | +29.5% |
| 6M | +91.5% | +1.2% | +90.3% | +88.5% |
| YTD | +78.2% | +15.4% | +62.8% | +69.9% |
| 1Y | +96.6% | +23.5% | +73.1% | +84.2% |
| 3Y | +397.0% | +93.2% | +303.8% | +293.7% |
| 5Y | +218.9% | +142.0% | +76.9% | +128.5% |
| All | +1,340.4% | +193.4% | +1,147.0% | +1,052.1% |
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