-25.5%
AR vs CBOE
+877.5%
-903.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +7.4% | +6.3% | +1.1% | +6.3% |
| 30D | +5.8% | +24.9% | -19.2% | +1.9% |
| 3M | +5.2% | +28.5% | -23.2% | +0.7% |
| 6M | +5.4% | +2.9% | +2.6% | +4.2% |
| YTD | +12.4% | +50.7% | -38.3% | +3.8% |
| 1Y | +12.8% | +45.5% | -32.7% | +4.7% |
| 3Y | +47.2% | +116.3% | -69.2% | +25.2% |
| 5Y | +101.1% | +204.3% | -103.2% | +57.1% |
| 10Y | +57.6% | +526.3% | -468.7% | +15.6% |
| All | -25.5% | +877.5% | -903.0% | -48.8% |
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