+105.7%
CBOE vs FIVE
+42.1%
+63.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | 0.0% |
| 7D | +1.0% | +6.2% | -5.2% | +1.2% |
| 30D | +16.0% | +18.2% | -2.2% | +16.5% |
| 3M | +23.4% | +3.8% | +19.6% | +23.6% |
| 6M | +1.7% | +13.7% | -12.0% | +2.1% |
| YTD | +41.6% | +34.7% | +6.9% | +43.3% |
| 1Y | +38.5% | +66.6% | -28.2% | +41.5% |
| 3Y | +105.7% | +44.3% | +61.5% | +122.0% |
| All | +105.7% | +42.1% | +63.7% | +122.0% |
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 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