+112.2%
C vs CBOE
+194.5%
-82.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | +0.4% |
| 7D | -0.4% | +6.0% | -6.3% | -0.1% |
| 30D | -5.2% | +19.9% | -25.1% | -4.4% |
| 3M | -9.1% | +28.4% | -37.4% | -8.1% |
| 6M | -1.6% | +5.2% | -6.8% | -0.5% |
| YTD | +6.9% | +46.4% | -39.5% | +7.2% |
| 1Y | +23.0% | +41.8% | -18.8% | +23.3% |
| 3Y | +216.1% | +114.4% | +101.7% | +201.4% |
| 5Y | +112.2% | +202.9% | -90.7% | +78.4% |
| All | +112.2% | +194.5% | -82.3% | +78.4% |
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