+527.5%
APP vs CBOE
+295.9%
+231.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.9% |
| 7D | +4.6% | +6.3% | -1.7% | +4.5% |
| 30D | +56.0% | +24.9% | +31.1% | +55.7% |
| 3M | +30.8% | +28.5% | +2.4% | +30.6% |
| 6M | -9.8% | +2.9% | -12.7% | -8.0% |
| YTD | -39.3% | +50.7% | -90.0% | -41.6% |
| 1Y | -26.4% | +45.5% | -71.9% | -28.8% |
| 3Y | +887.9% | +116.3% | +771.6% | +717.0% |
| 5Y | +264.1% | +204.3% | +59.8% | +126.7% |
| All | +527.5% | +295.9% | +231.6% | +290.2% |
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