+97.4%
CB vs CBOE
+151.5%
-54.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -0.6% | -4.6% | +4.0% | +0.4% |
| 30D | -3.9% | +2.6% | -6.5% | -4.6% |
| 3M | +4.9% | +4.9% | 0.0% | +3.3% |
| 6M | +3.3% | -2.2% | +5.4% | +2.5% |
| YTD | +8.5% | +17.7% | -9.2% | +1.8% |
| 1Y | +22.1% | +26.1% | -4.0% | +12.0% |
| 3Y | +70.1% | +97.1% | -27.0% | +33.4% |
| 5Y | +97.4% | +149.2% | -51.8% | +40.4% |
| All | +97.4% | +151.5% | -54.1% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling