-32.7%
APP vs CBOE
+42.5%
-75.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.8% |
| 7D | +10.6% | +4.5% | +6.1% | +11.7% |
| 30D | +44.6% | +26.2% | +18.4% | +53.4% |
| 3M | +29.6% | +27.1% | +2.5% | +38.2% |
| 6M | -19.8% | +4.2% | -24.0% | -16.5% |
| YTD | -41.6% | +48.0% | -89.6% | -39.0% |
| 1Y | -32.7% | +42.4% | -75.1% | -27.6% |
| All | -32.7% | +42.5% | -75.2% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling