+12.8%
AR vs CBOE
+44.9%
-32.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | +7.4% | +6.3% | +1.1% | +6.8% |
| 30D | +5.8% | +24.9% | -19.2% | +3.6% |
| 3M | +5.2% | +28.5% | -23.2% | +2.7% |
| 6M | +5.4% | +2.9% | +2.6% | +1.8% |
| YTD | +12.4% | +50.7% | -38.3% | +9.7% |
| 1Y | +12.8% | +45.5% | -32.7% | +10.4% |
| All | +12.8% | +44.9% | -32.1% | +10.4% |
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 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