+22.8%
CB vs CBOE
+29.2%
-6.4%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -3.6% | +4.1% | +0.7% |
| 30D | -3.1% | +5.1% | -8.2% | -3.5% |
| 3M | +9.0% | +4.6% | +4.3% | +8.6% |
| 6M | +2.9% | -0.3% | +3.1% | +1.9% |
| YTD | +10.1% | +19.8% | -9.6% | +5.2% |
| 1Y | +22.8% | +28.4% | -5.6% | +15.7% |
| All | +22.8% | +29.2% | -6.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling