-45.3%
APP vs CBOE
+26.0%
-71.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.3% |
| 7D | -4.4% | -0.8% | -3.6% | -4.5% |
| 30D | -10.0% | +2.7% | -12.7% | -9.5% |
| 3M | -41.4% | +0.7% | -42.1% | -41.1% |
| 6M | -41.0% | -2.0% | -39.0% | -42.5% |
| YTD | -54.7% | +17.1% | -71.9% | -57.9% |
| 1Y | -45.3% | +26.5% | -71.8% | -53.1% |
| All | -45.3% | +26.0% | -71.4% | -53.1% |
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 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