+216.0%
C vs CBOE
+119.7%
+96.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.3% |
| 7D | +4.2% | +6.3% | -2.1% | +5.3% |
| 30D | +2.0% | +24.9% | -23.0% | +6.2% |
| 3M | -10.1% | +28.5% | -38.6% | -5.8% |
| 6M | +1.0% | +2.9% | -1.9% | +2.1% |
| YTD | +8.5% | +50.7% | -42.2% | +18.2% |
| 1Y | +25.7% | +45.5% | -19.7% | +36.0% |
| 3Y | +216.0% | +116.3% | +99.7% | +282.5% |
| All | +216.0% | +119.7% | +96.3% | +282.5% |
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