+26.5%
CBOE vs FIVE
+64.7%
-38.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -0.8% | +1.7% | -2.4% | -0.8% |
| 30D | +2.7% | +5.0% | -2.3% | +2.5% |
| 3M | +0.7% | +29.5% | -28.8% | -0.2% |
| 6M | -2.0% | +12.4% | -14.4% | -2.8% |
| YTD | +17.1% | +31.2% | -14.1% | +16.3% |
| 1Y | +26.5% | +72.9% | -46.4% | +27.1% |
| All | +26.5% | +64.7% | -38.2% | +27.1% |
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 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