+65.0%
CTAS vs CBOE
+96.4%
-31.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.0% | -0.8% | +1.7% | +1.1% |
| 30D | -1.1% | +2.7% | -3.7% | -1.4% |
| 3M | +11.5% | +0.7% | +10.8% | +11.0% |
| 6M | +0.2% | -2.0% | +2.1% | -0.6% |
| YTD | +7.2% | +17.1% | -10.0% | +3.8% |
| 1Y | 0.0% | +26.5% | -26.5% | -4.3% |
| All | +65.0% | +96.4% | -31.4% | +50.2% |
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