+139.8%
CBOE vs A
-14.3%
+154.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.4% |
| 7D | -5.8% | -2.6% | -3.2% | -5.6% |
| 30D | -3.1% | -0.9% | -2.3% | -3.1% |
| 3M | -4.8% | +13.6% | -18.4% | -5.7% |
| 6M | -0.6% | +27.8% | -28.4% | -2.6% |
| YTD | +12.8% | +8.6% | +4.2% | +12.0% |
| 1Y | +19.8% | +16.9% | +2.9% | +17.8% |
| 3Y | +86.9% | +32.9% | +54.0% | +74.2% |
| All | +139.8% | -14.3% | +154.1% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling