+73.2%
CVE vs CBOE
+105.6%
-32.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -3.6% | +6.1% | +2.2% |
| 30D | +16.7% | +5.1% | +11.7% | +17.2% |
| 3M | +9.3% | +4.6% | +4.7% | +9.3% |
| 6M | +43.6% | -0.3% | +43.9% | +43.6% |
| YTD | +93.6% | +19.8% | +73.8% | +102.1% |
| 1Y | +98.8% | +28.4% | +70.4% | +111.5% |
| All | +73.2% | +105.6% | -32.4% | +118.7% |
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