-9.2%
VRSK vs CBOE
+39.5%
-48.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +4.2% | +7.7% | -3.5% | +2.9% |
| 30D | +21.2% | +24.4% | -3.2% | +17.3% |
| 3M | +2.9% | +20.0% | -17.1% | 0.0% |
| 6M | +11.3% | +2.4% | +9.0% | +7.2% |
| YTD | -10.8% | +38.5% | -49.4% | -14.4% |
| 1Y | -9.2% | +39.0% | -48.1% | -12.8% |
| All | -9.2% | +39.5% | -48.7% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling