+116.1%
ALL vs CBOE
+146.7%
-30.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.2% | -0.8% | -1.5% | -2.1% |
| 30D | -5.6% | +2.7% | -8.3% | -6.2% |
| 3M | +17.2% | +0.7% | +16.5% | +16.7% |
| 6M | +23.2% | -2.0% | +25.2% | +22.4% |
| YTD | +23.6% | +17.1% | +6.5% | +16.6% |
| 1Y | +29.2% | +26.5% | +2.7% | +19.0% |
| 3Y | +153.8% | +96.1% | +57.7% | +103.4% |
| 5Y | +116.1% | +149.3% | -33.2% | +61.0% |
| All | +116.1% | +146.7% | -30.6% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling