-39.3%
APP vs CBOE
+43.6%
-82.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -6.9% | -2.8% |
| 7D | +61.1% | +6.0% | +55.1% | +63.1% |
| 30D | +42.8% | +19.9% | +22.8% | +49.7% |
| 3M | +16.7% | +28.4% | -11.7% | +24.8% |
| 6M | -15.6% | +5.2% | -20.8% | -12.4% |
| YTD | -41.3% | +46.4% | -87.7% | -38.9% |
| 1Y | -39.3% | +41.8% | -81.1% | -36.8% |
| All | -39.3% | +43.6% | -82.8% | -36.8% |
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