+214.8%
B vs CBOE
+524.9%
-310.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.8% |
| 7D | -7.3% | +6.3% | -13.6% | -7.8% |
| 30D | -3.3% | +24.9% | -28.3% | -5.1% |
| 3M | -7.8% | +28.5% | -36.2% | -9.8% |
| 6M | -15.5% | +2.9% | -18.4% | -15.6% |
| YTD | -12.3% | +50.7% | -62.9% | -16.7% |
| 1Y | +5.4% | +45.5% | -40.1% | +0.6% |
| 3Y | +165.5% | +116.3% | +49.2% | +140.2% |
| 5Y | +107.0% | +204.3% | -97.3% | +78.3% |
| All | +214.8% | +524.9% | -310.1% | +156.1% |
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