+97.1%
CBOE vs FIVE
+59.0%
+38.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -4.6% | +3.7% | -8.3% | -4.5% |
| 30D | +2.6% | +4.0% | -1.3% | +2.8% |
| 3M | +4.9% | +36.2% | -31.3% | +5.9% |
| 6M | -2.2% | +18.0% | -20.2% | -1.6% |
| YTD | +17.7% | +34.9% | -17.2% | +19.0% |
| 1Y | +26.1% | +67.9% | -41.8% | +28.8% |
| 3Y | +97.1% | +57.3% | +39.8% | +111.1% |
| All | +97.1% | +59.0% | +38.1% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling