+2,417.6%
ASX vs CBOE
+1,045.3%
+1,372.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -0.7% | -3.6% | +2.9% | -0.1% |
| 30D | +2.0% | +5.1% | -3.1% | +1.2% |
| 3M | -1.3% | +4.6% | -5.9% | -2.7% |
| 6M | +71.4% | -0.3% | +71.7% | +69.8% |
| YTD | +135.3% | +19.8% | +115.6% | +124.7% |
| 1Y | +267.5% | +28.4% | +239.1% | +245.7% |
| 3Y | +388.5% | +104.1% | +284.4% | +302.9% |
| 5Y | +417.1% | +150.9% | +266.2% | +301.1% |
| 10Y | +872.7% | +393.5% | +479.3% | +528.7% |
| All | +2,417.6% | +1,045.3% | +1,372.3% | +1,143.0% |
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 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