+320.2%
CVE vs CBOE
+149.4%
+170.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -3.6% | +6.1% | +2.7% |
| 30D | +16.7% | +5.1% | +11.7% | +16.3% |
| 3M | +9.3% | +4.6% | +4.7% | +8.7% |
| 6M | +43.6% | -0.3% | +43.9% | +43.1% |
| YTD | +93.6% | +19.8% | +73.8% | +91.1% |
| 1Y | +98.8% | +28.4% | +70.4% | +95.6% |
| 3Y | +73.6% | +104.1% | -30.5% | +53.2% |
| All | +320.2% | +149.4% | +170.7% | +250.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling