+100.6%
CB vs CBOE
+179.0%
-78.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +6.5% | +16.0% | -9.5% | +3.1% |
| 3M | +4.1% | +23.4% | -19.4% | -0.9% |
| 6M | +14.4% | +1.7% | +12.7% | +13.8% |
| YTD | +17.5% | +41.6% | -24.1% | +5.5% |
| 1Y | +27.5% | +38.5% | -10.9% | +15.2% |
| 3Y | +71.6% | +105.7% | -34.1% | +34.8% |
| 5Y | +100.6% | +185.4% | -84.8% | +38.1% |
| All | +100.6% | +179.0% | -78.4% | +38.1% |
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