+1,153.1%
ALL vs CBOE
+1,341.0%
-187.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | +5.0% | +6.3% | -1.2% | +3.2% |
| 30D | +13.3% | +24.9% | -11.6% | +5.9% |
| 3M | +3.2% | +28.5% | -25.3% | -4.8% |
| 6M | +25.3% | +2.9% | +22.5% | +22.8% |
| YTD | +30.5% | +50.7% | -20.2% | +12.5% |
| 1Y | +29.2% | +45.5% | -16.3% | +12.6% |
| 3Y | +119.1% | +116.3% | +2.8% | +65.9% |
| 5Y | +162.6% | +204.3% | -41.7% | +75.4% |
| 10Y | +378.8% | +526.3% | -147.5% | +148.4% |
| All | +1,153.1% | +1,341.0% | -187.9% | +338.7% |
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