+369.4%
CBOE vs A
+247.2%
+122.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -3.7% | -4.6% | +0.9% | -2.9% |
| 30D | +2.0% | -4.3% | +6.2% | +2.7% |
| 3M | -4.2% | +8.9% | -13.2% | -6.0% |
| 6M | +1.2% | +24.5% | -23.3% | -3.6% |
| YTD | +15.4% | +5.8% | +9.6% | +13.3% |
| 1Y | +23.5% | +16.2% | +7.3% | +18.4% |
| 3Y | +93.2% | +28.5% | +64.7% | +73.9% |
| 5Y | +142.0% | -16.3% | +158.3% | +144.4% |
| All | +369.4% | +247.2% | +122.2% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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