+19.2%
AR vs CBOE
+24.1%
-4.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -1.3% | -3.7% | +2.4% | -0.9% |
| 30D | +3.5% | +2.0% | +1.6% | +3.3% |
| 3M | +9.9% | -4.2% | +14.2% | +9.2% |
| 6M | +4.5% | +1.2% | +3.4% | +4.0% |
| YTD | +13.7% | +15.4% | -1.7% | +12.7% |
| 1Y | +19.2% | +23.5% | -4.3% | +19.6% |
| All | +19.2% | +24.1% | -4.8% | +19.6% |
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