+39.0%
CBOE vs FIVE
+63.3%
-24.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | 0.0% |
| 7D | +7.7% | +7.5% | +0.3% | +7.4% |
| 30D | +24.4% | +16.7% | +7.7% | +23.3% |
| 3M | +20.0% | +13.4% | +6.7% | +19.3% |
| 6M | +2.4% | +9.0% | -6.7% | +0.7% |
| YTD | +38.5% | +33.8% | +4.8% | +35.0% |
| 1Y | +39.0% | +61.2% | -22.2% | +34.0% |
| All | +39.0% | +63.3% | -24.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling