+444.6%
ASX vs CBOE
+155.8%
+288.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -0.7% | -3.6% | +2.9% | -0.8% |
| 30D | +2.0% | +5.1% | -3.1% | +2.2% |
| 3M | -1.3% | +4.6% | -5.9% | -1.0% |
| 6M | +71.4% | -0.3% | +71.7% | +72.6% |
| YTD | +135.3% | +19.8% | +115.6% | +135.8% |
| 1Y | +267.5% | +28.4% | +239.1% | +267.2% |
| 3Y | +388.5% | +104.1% | +284.4% | +326.3% |
| All | +444.6% | +155.8% | +288.8% | +320.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling