+223.5%
CB vs CBOE
+385.3%
-161.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | -3.1% | +2.7% | -5.8% | -4.1% |
| 3M | +4.2% | +0.7% | +3.4% | +3.1% |
| 6M | +4.7% | -2.0% | +6.7% | +3.4% |
| YTD | +8.8% | +17.1% | -8.3% | +0.6% |
| 1Y | +22.6% | +26.5% | -3.9% | +10.0% |
| 3Y | +70.6% | +96.1% | -25.5% | +27.8% |
| 5Y | +99.4% | +149.3% | -49.9% | +34.2% |
| 10Y | +223.5% | +386.5% | -163.0% | +88.0% |
| All | +223.5% | +385.3% | -161.9% | +88.0% |
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