+256.3%
ASX vs CBOE
+24.1%
+232.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.5% |
| 7D | +6.5% | -3.7% | +10.2% | +5.8% |
| 30D | +3.1% | +2.0% | +1.2% | +3.7% |
| 3M | +17.4% | -4.2% | +21.6% | +18.3% |
| 6M | +85.4% | +1.2% | +84.3% | +93.8% |
| YTD | +150.1% | +15.4% | +134.7% | +167.9% |
| 1Y | +256.3% | +23.5% | +232.8% | +284.2% |
| All | +256.3% | +24.1% | +232.2% | +284.2% |
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