+1,007.5%
ASX vs CBOE
+520.8%
+486.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.4% | +6.5% |
| 7D | +0.8% | +6.9% | -6.1% | +0.2% |
| 30D | -20.4% | +24.1% | -44.6% | -22.4% |
| 3M | -2.1% | +30.9% | -33.1% | -5.3% |
| 6M | +8.2% | +5.9% | +2.4% | +7.6% |
| YTD | +137.3% | +48.2% | +89.1% | +122.0% |
| 1Y | +155.0% | +43.5% | +111.6% | +139.9% |
| 3Y | +397.9% | +117.0% | +280.9% | +317.9% |
| 5Y | +529.2% | +203.4% | +325.9% | +372.2% |
| 10Y | +1,007.5% | +515.9% | +491.6% | +728.7% |
| All | +1,007.5% | +520.8% | +486.7% | +728.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling