+216.9%
B vs CBOE
+514.1%
-297.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +4.5% | -10.7% | -6.5% |
| 30D | -6.6% | +26.2% | -32.8% | -8.4% |
| 3M | -7.9% | +27.1% | -35.0% | -9.8% |
| 6M | -16.8% | +4.2% | -21.0% | -17.0% |
| YTD | -11.7% | +48.0% | -59.7% | -16.0% |
| 1Y | +3.5% | +42.4% | -39.0% | -1.1% |
| 3Y | +165.7% | +116.8% | +48.9% | +140.1% |
| 5Y | +108.4% | +199.0% | -90.6% | +79.7% |
| All | +216.9% | +514.1% | -297.1% | +158.1% |
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