+5.4%
B vs CBOE
+44.9%
-39.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.3% |
| 7D | -7.3% | +6.3% | -13.6% | -6.2% |
| 30D | -3.3% | +24.9% | -28.3% | +0.8% |
| 3M | -7.8% | +28.5% | -36.2% | -3.1% |
| 6M | -15.5% | +2.9% | -18.4% | -14.0% |
| YTD | -12.3% | +50.7% | -62.9% | -6.2% |
| 1Y | +5.4% | +45.5% | -40.1% | +13.6% |
| All | +5.4% | +44.9% | -39.5% | +13.6% |
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