+500.0%
APP vs CBOE
+272.5%
+227.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.9% |
| 7D | +71.2% | +5.3% | +65.9% | +71.2% |
| 30D | +39.1% | +25.5% | +13.6% | +38.7% |
| 3M | +16.5% | +22.5% | -6.0% | +16.3% |
| 6M | -16.6% | +2.6% | -19.2% | -15.6% |
| YTD | -41.9% | +41.8% | -83.7% | -44.1% |
| 1Y | -37.0% | +40.9% | -77.9% | -39.3% |
| 3Y | +892.4% | +108.7% | +783.7% | +706.1% |
| 5Y | +297.3% | +181.4% | +115.9% | +148.1% |
| All | +500.0% | +272.5% | +227.5% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling