+131.6%
C vs CBOE
+151.5%
-19.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.8% |
| 7D | +3.2% | -4.6% | +7.8% | +3.0% |
| 30D | +1.3% | +2.6% | -1.4% | +1.4% |
| 3M | +3.1% | +4.9% | -1.8% | +3.4% |
| 6M | +29.6% | -2.2% | +31.8% | +29.5% |
| YTD | +19.0% | +17.7% | +1.2% | +18.1% |
| 1Y | +45.6% | +26.1% | +19.6% | +44.2% |
| 3Y | +269.3% | +97.1% | +172.2% | +237.7% |
| 5Y | +131.6% | +149.2% | -17.6% | +96.8% |
| All | +131.6% | +151.5% | -19.9% | +96.8% |
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