+378.5%
APP vs CBOE
+209.3%
+169.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | +0.1% | -4.6% | +4.7% | +0.2% |
| 30D | -10.0% | +2.6% | -12.7% | -10.1% |
| 3M | -44.6% | +4.9% | -49.6% | -44.9% |
| 6M | -37.9% | -2.2% | -35.7% | -38.3% |
| YTD | -53.7% | +17.7% | -71.4% | -55.3% |
| 1Y | -43.0% | +26.1% | -69.0% | -45.6% |
| 3Y | +640.8% | +97.1% | +543.7% | +450.0% |
| 5Y | +358.8% | +149.2% | +209.7% | +181.9% |
| All | +378.5% | +209.3% | +169.2% | +198.1% |
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