-30.6%
VRSK vs CBOE
+29.2%
-59.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | -1.6% | +5.1% | -6.6% | -2.3% |
| 3M | +3.5% | +4.6% | -1.1% | +2.5% |
| 6M | -13.4% | -0.3% | -13.1% | -16.5% |
| YTD | -16.5% | +19.8% | -36.3% | -25.0% |
| 1Y | -30.6% | +28.4% | -58.9% | -41.3% |
| All | -30.6% | +29.2% | -59.7% | -41.3% |
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