+196.6%
B vs CBOE
+96.4%
+100.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +9.5% | +2.7% | +6.8% | +9.5% |
| 3M | +14.3% | +0.7% | +13.6% | +14.2% |
| 6M | -1.9% | -2.0% | +0.1% | -2.0% |
| YTD | +4.1% | +17.1% | -13.1% | +0.8% |
| 1Y | +56.1% | +26.5% | +29.6% | +48.9% |
| All | +196.6% | +96.4% | +100.1% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling