+96.9%
AU vs CBOE
+29.2%
+67.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.6% | -3.6% | 0.0% | -4.3% |
| 30D | +23.9% | +5.1% | +18.8% | +25.2% |
| 3M | +19.1% | +4.6% | +14.5% | +20.4% |
| 6M | -0.2% | -0.3% | +0.1% | +3.2% |
| YTD | +32.5% | +19.8% | +12.7% | +39.1% |
| 1Y | +96.9% | +28.4% | +68.6% | +112.4% |
| All | +96.9% | +29.2% | +67.8% | +112.4% |
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