+327.7%
C vs CBOE
+1,316.0%
-988.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.7% | +4.5% | +0.3% | +3.3% |
| 30D | +0.2% | +26.2% | -26.1% | -7.5% |
| 3M | -9.3% | +27.1% | -36.5% | -16.8% |
| 6M | -0.8% | +4.2% | -5.0% | -4.0% |
| YTD | +8.5% | +48.0% | -39.5% | -8.8% |
| 1Y | +23.1% | +42.4% | -19.4% | +4.9% |
| 3Y | +220.8% | +116.8% | +103.9% | +122.3% |
| 5Y | +112.4% | +199.0% | -86.6% | +24.6% |
| 10Y | +217.9% | +515.4% | -297.5% | +26.6% |
| All | +327.7% | +1,316.0% | -988.3% | -8.8% |
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 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