+199.9%
B vs CBOE
+379.3%
-179.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -5.0% | -3.7% | -1.3% | -4.7% |
| 30D | +8.7% | +2.0% | +6.7% | +8.5% |
| 3M | +17.3% | -4.2% | +21.6% | +17.5% |
| 6M | -5.0% | +1.2% | -6.2% | -5.9% |
| YTD | +1.4% | +15.4% | -13.9% | -1.2% |
| 1Y | +50.5% | +23.5% | +27.0% | +45.1% |
| 3Y | +194.4% | +93.2% | +101.2% | +168.9% |
| 5Y | +156.7% | +142.0% | +14.7% | +127.3% |
| All | +199.9% | +379.3% | -179.4% | +183.1% |
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