+3,707.6%
CTAS vs CBOE
+1,025.9%
+2,681.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | 0.0% | -4.6% | +4.6% | +1.5% |
| 30D | -1.0% | +2.6% | -3.6% | -2.0% |
| 3M | +15.8% | +4.9% | +10.8% | +13.2% |
| 6M | -1.0% | -2.2% | +1.2% | -2.1% |
| YTD | +7.4% | +17.7% | -10.3% | -0.5% |
| 1Y | -0.1% | +26.1% | -26.2% | -9.9% |
| 3Y | +66.3% | +97.1% | -30.8% | +25.6% |
| 5Y | +111.0% | +149.2% | -38.2% | +44.7% |
| 10Y | +662.9% | +385.1% | +277.8% | +315.5% |
| All | +3,707.6% | +1,025.9% | +2,681.7% | +1,347.3% |
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