+246.7%
CB vs CBOE
+521.7%
-275.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.9% | +0.5% |
| 7D | +0.7% | +6.0% | -5.3% | -1.1% |
| 30D | +8.2% | +19.9% | -11.8% | +1.9% |
| 3M | +6.3% | +28.4% | -22.1% | -2.4% |
| 6M | +16.2% | +5.2% | +11.0% | +12.9% |
| YTD | +19.3% | +46.4% | -27.1% | +2.2% |
| 1Y | +29.2% | +41.8% | -12.6% | +11.9% |
| 3Y | +71.4% | +114.4% | -43.0% | +25.2% |
| 5Y | +104.2% | +202.9% | -98.7% | +28.4% |
| 10Y | +246.7% | +511.3% | -264.6% | +87.6% |
| All | +246.7% | +521.7% | -275.0% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling