-24.2%
AR vs CBOE
+676.9%
-701.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | -3.6% | +6.1% | +3.1% |
| 30D | +14.8% | +5.1% | +9.7% | +13.8% |
| 3M | +6.2% | +4.6% | +1.6% | +5.1% |
| 6M | +4.3% | -0.3% | +4.5% | +3.5% |
| YTD | +14.4% | +19.8% | -5.4% | +9.9% |
| 1Y | +21.3% | +28.4% | -7.0% | +15.0% |
| 3Y | +39.8% | +104.1% | -64.3% | +18.9% |
| 5Y | +142.1% | +150.9% | -8.8% | +95.4% |
| 10Y | +52.0% | +393.5% | -341.5% | +16.1% |
| All | -24.2% | +676.9% | -701.1% | -45.8% |
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