+131.8%
CBOE vs BOXX
+18.5%
+113.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -3.1% | +0.3% | -3.5% | -3.7% |
| 3M | -4.8% | +1.0% | -5.8% | -6.0% |
| 6M | -0.6% | +1.9% | -2.5% | -1.9% |
| YTD | +12.8% | +2.7% | +10.1% | +12.0% |
| 1Y | +19.8% | +4.0% | +15.7% | +20.3% |
| 3Y | +86.9% | +14.7% | +72.3% | +102.5% |
| All | +131.8% | +18.5% | +113.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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