+216.7%
CTVA vs CBOE
+191.7%
+25.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -4.5% | -5.8% | +1.3% | -3.1% |
| 30D | +11.3% | -3.1% | +14.5% | +12.0% |
| 3M | +12.3% | -4.8% | +17.1% | +12.8% |
| 6M | +7.2% | -0.6% | +7.7% | +5.5% |
| YTD | +26.0% | +12.8% | +13.2% | +19.3% |
| 1Y | +16.0% | +19.8% | -3.7% | +7.8% |
| 3Y | +73.9% | +86.9% | -13.0% | +36.3% |
| 5Y | +103.8% | +136.5% | -32.7% | +43.8% |
| All | +216.7% | +191.7% | +25.0% | +105.1% |
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 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