+146.5%
ASX vs CBOE
+39.5%
+107.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.9% |
| 7D | -14.6% | +7.7% | -22.3% | -12.3% |
| 30D | -21.1% | +24.4% | -45.5% | -16.4% |
| 3M | -3.1% | +20.0% | -23.1% | +2.2% |
| 6M | +17.4% | +2.4% | +15.0% | +24.1% |
| YTD | +135.3% | +38.5% | +96.8% | +168.3% |
| 1Y | +146.5% | +39.0% | +107.5% | +181.0% |
| All | +146.5% | +39.5% | +107.0% | +181.0% |
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