+386.5%
CBOE vs FIVE
+486.0%
-99.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -0.8% | +1.7% | -2.4% | -1.0% |
| 30D | +2.7% | +5.0% | -2.3% | +2.1% |
| 3M | +0.7% | +29.5% | -28.8% | -2.1% |
| 6M | -2.0% | +12.4% | -14.4% | -3.7% |
| YTD | +17.1% | +31.2% | -14.1% | +13.1% |
| 1Y | +26.5% | +72.9% | -46.4% | +18.4% |
| 3Y | +96.1% | +53.0% | +43.1% | +82.4% |
| 5Y | +149.3% | +34.2% | +115.1% | +130.0% |
| 10Y | +386.5% | +497.6% | -111.1% | +236.1% |
| All | +386.5% | +486.0% | -99.5% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling