-0.5%
CTAS vs CBOE
+24.1%
-24.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -1.3% | -3.7% | +2.4% | -1.0% |
| 30D | -3.1% | +2.0% | -5.0% | -3.2% |
| 3M | +10.3% | -4.2% | +14.5% | +9.7% |
| 6M | +1.6% | +1.2% | +0.5% | -0.3% |
| YTD | +6.3% | +15.4% | -9.1% | +3.3% |
| 1Y | -0.5% | +23.5% | -24.0% | -4.8% |
| All | -0.5% | +24.1% | -24.5% | -4.8% |
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