+219.9%
CTVA vs CBOE
+202.9%
+17.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -5.8% | -0.8% | -5.0% | -5.6% |
| 30D | +11.1% | +2.7% | +8.4% | +10.2% |
| 3M | +13.2% | +0.7% | +12.5% | +12.1% |
| 6M | +8.7% | -2.0% | +10.7% | +7.7% |
| YTD | +27.3% | +17.1% | +10.1% | +19.4% |
| 1Y | +18.0% | +26.5% | -8.5% | +8.1% |
| 3Y | +76.5% | +96.1% | -19.6% | +36.6% |
| 5Y | +105.1% | +149.3% | -44.2% | +42.6% |
| All | +219.9% | +202.9% | +17.0% | +105.3% |
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