+372.2%
C vs CBOE
+1,045.3%
-673.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -3.6% | +7.2% | +4.8% |
| 30D | +0.1% | +5.1% | -5.0% | -1.8% |
| 3M | +2.4% | +4.6% | -2.2% | -0.4% |
| 6M | +24.9% | -0.3% | +25.2% | +21.7% |
| YTD | +19.8% | +19.8% | +0.1% | +8.6% |
| 1Y | +44.9% | +28.4% | +16.5% | +27.5% |
| 3Y | +263.0% | +104.1% | +158.9% | +152.8% |
| 5Y | +129.5% | +150.9% | -21.4% | +42.4% |
| 10Y | +291.6% | +393.5% | -101.9% | +68.6% |
| All | +372.2% | +1,045.3% | -673.1% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling