+159.5%
CVE vs CBOE
+202.6%
-43.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | +5.9% | +6.3% | -0.3% | +5.6% |
| 30D | -10.9% | +24.9% | -35.8% | -11.9% |
| 3M | -4.5% | +28.5% | -33.0% | -5.8% |
| 6M | -1.0% | +2.9% | -3.8% | -1.8% |
| YTD | +74.7% | +50.7% | +24.1% | +70.5% |
| 1Y | +65.8% | +45.5% | +20.3% | +62.1% |
| 3Y | +73.2% | +116.3% | -43.2% | +59.8% |
| All | +159.5% | +202.6% | -43.2% | +117.5% |
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