+802.6%
CB vs CBOE
+1,045.3%
-242.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -3.6% | +4.1% | +1.6% |
| 30D | -3.1% | +5.1% | -8.2% | -4.7% |
| 3M | +9.0% | +4.6% | +4.3% | +6.6% |
| 6M | +2.9% | -0.3% | +3.1% | +1.2% |
| YTD | +10.1% | +19.8% | -9.6% | +1.8% |
| 1Y | +22.8% | +28.4% | -5.6% | +10.8% |
| 3Y | +73.8% | +104.1% | -30.3% | +32.4% |
| 5Y | +99.2% | +150.9% | -51.7% | +39.8% |
| 10Y | +218.2% | +393.5% | -175.3% | +77.4% |
| All | +802.6% | +1,045.3% | -242.7% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling