+121.7%
B vs CBOE
+194.5%
-72.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.5% | -6.2% |
| 7D | +7.1% | +6.0% | +1.2% | +6.9% |
| 30D | -3.3% | +19.9% | -23.3% | -4.1% |
| 3M | -2.5% | +28.4% | -30.9% | -3.7% |
| 6M | -7.2% | +5.2% | -12.4% | -6.5% |
| YTD | -7.4% | +46.4% | -53.8% | -11.7% |
| 1Y | +16.4% | +41.8% | -25.4% | +11.6% |
| 3Y | +178.7% | +114.4% | +64.3% | +148.6% |
| 5Y | +121.7% | +202.9% | -81.2% | +82.2% |
| All | +121.7% | +194.5% | -72.8% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling