+344.9%
CVS vs CBOE
+1,025.9%
-681.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.6% | -4.6% | +3.1% | -0.5% |
| 30D | +0.4% | +2.6% | -2.3% | -0.3% |
| 3M | -0.4% | +4.9% | -5.4% | -2.1% |
| 6M | +25.1% | -2.2% | +27.3% | +24.5% |
| YTD | +23.9% | +17.7% | +6.2% | +17.6% |
| 1Y | +41.1% | +26.1% | +15.0% | +31.5% |
| 3Y | +63.6% | +97.1% | -33.5% | +34.1% |
| 5Y | +31.5% | +149.2% | -117.7% | +0.3% |
| 10Y | +40.5% | +385.1% | -344.6% | -11.9% |
| All | +344.9% | +1,025.9% | -681.0% | +110.7% |
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 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