+143.7%
AR vs CBOE
+146.7%
-3.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +5.5% | +2.7% | +2.8% | +5.1% |
| 3M | +12.9% | +0.7% | +12.2% | +12.4% |
| 6M | +0.1% | -2.0% | +2.1% | -0.4% |
| YTD | +13.5% | +17.1% | -3.6% | +9.7% |
| 1Y | +21.6% | +26.5% | -4.9% | +16.0% |
| 3Y | +46.0% | +96.1% | -50.2% | +19.3% |
| 5Y | +143.7% | +149.3% | -5.6% | +84.4% |
| All | +143.7% | +146.7% | -3.0% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling