+683.1%
CTAS vs CBOE
+368.5%
+314.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +2.3% |
| 7D | +0.5% | -5.8% | +6.3% | +2.6% |
| 30D | -0.7% | -3.1% | +2.4% | +0.2% |
| 3M | +11.1% | -4.8% | +15.8% | +12.1% |
| 6M | +2.1% | -0.6% | +2.7% | 0.0% |
| YTD | +8.0% | +12.8% | -4.8% | +0.3% |
| 1Y | -0.5% | +19.8% | -20.2% | -9.9% |
| 3Y | +66.2% | +86.9% | -20.7% | +21.9% |
| 5Y | +109.2% | +136.5% | -27.3% | +36.1% |
| All | +683.1% | +368.5% | +314.6% | +283.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling