+900.0%
RSG vs CBOE
+1,020.3%
-120.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | -0.8% | +0.7% | +0.2% |
| 30D | +3.7% | +2.7% | +1.0% | +2.8% |
| 3M | +6.2% | +0.7% | +5.4% | +5.4% |
| 6M | -2.8% | -2.0% | -0.8% | -3.5% |
| YTD | +5.9% | +17.1% | -11.2% | +0.2% |
| 1Y | -1.8% | +26.5% | -28.3% | -9.0% |
| 3Y | +57.5% | +96.1% | -38.6% | +27.9% |
| 5Y | +91.1% | +149.3% | -58.2% | +43.9% |
| 10Y | +428.1% | +386.5% | +41.6% | +232.1% |
| All | +900.0% | +1,020.3% | -120.3% | +388.0% |
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