+1,115.4%
ALL vs CBOE
+1,045.3%
+70.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | -3.6% | +3.6% | +1.1% |
| 30D | -1.5% | +5.1% | -6.6% | -3.1% |
| 3M | +23.6% | +4.6% | +19.0% | +21.1% |
| 6M | +22.3% | -0.3% | +22.6% | +20.5% |
| YTD | +26.5% | +19.8% | +6.8% | +17.3% |
| 1Y | +27.0% | +28.4% | -1.4% | +14.9% |
| 3Y | +149.6% | +104.1% | +45.5% | +91.7% |
| 5Y | +118.1% | +150.9% | -32.8% | +54.6% |
| 10Y | +369.0% | +393.5% | -24.5% | +161.8% |
| All | +1,115.4% | +1,045.3% | +70.0% | +357.3% |
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 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