+808.8%
MO vs CBOE
+1,020.3%
-211.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +3.6% | +2.7% | +0.9% | +3.0% |
| 3M | -3.7% | +0.7% | -4.4% | -4.1% |
| 6M | +4.5% | -2.0% | +6.5% | +4.2% |
| YTD | +21.5% | +17.1% | +4.4% | +17.2% |
| 1Y | +9.5% | +26.5% | -17.0% | +4.1% |
| 3Y | +93.6% | +96.1% | -2.6% | +69.1% |
| 5Y | +97.5% | +149.3% | -51.8% | +63.8% |
| 10Y | +111.2% | +386.5% | -275.3% | +53.9% |
| All | +808.8% | +1,020.3% | -211.5% | +461.1% |
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