+358.0%
ALL vs CBOE
+379.3%
-21.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -4.3% | -3.7% | -0.6% | -3.2% |
| 30D | -3.6% | +2.0% | -5.5% | -4.4% |
| 3M | +13.2% | -4.2% | +17.5% | +14.0% |
| 6M | +22.5% | +1.2% | +21.3% | +19.9% |
| YTD | +22.7% | +15.4% | +7.3% | +14.5% |
| 1Y | +28.3% | +23.5% | +4.8% | +16.7% |
| 3Y | +152.0% | +93.2% | +58.9% | +92.9% |
| 5Y | +115.4% | +142.0% | -26.5% | +49.8% |
| All | +358.0% | +379.3% | -21.2% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling