+640.8%
APP vs CBOE
+95.4%
+545.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -3.3% |
| 7D | +0.1% | -4.6% | +4.7% | -1.6% |
| 30D | -10.0% | +2.6% | -12.7% | -8.9% |
| 3M | -44.6% | +4.9% | -49.6% | -43.1% |
| 6M | -37.9% | -2.2% | -35.7% | -37.6% |
| YTD | -53.7% | +17.7% | -71.4% | -48.9% |
| 1Y | -43.0% | +26.1% | -69.0% | -34.8% |
| 3Y | +640.8% | +97.1% | +543.7% | +950.5% |
| All | +640.8% | +95.4% | +545.4% | +950.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling