+3.5%
B vs CBOE
+42.5%
-39.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +4.5% | -10.7% | -5.4% |
| 30D | -6.6% | +26.2% | -32.8% | -2.4% |
| 3M | -7.9% | +27.1% | -35.0% | -3.4% |
| 6M | -16.8% | +4.2% | -21.0% | -15.1% |
| YTD | -11.7% | +48.0% | -59.7% | -6.4% |
| 1Y | +3.5% | +42.4% | -39.0% | +11.3% |
| All | +3.5% | +42.5% | -39.0% | +11.3% |
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