+1,488.5%
CBOE vs FIVE
+862.5%
+626.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +6.9% | -0.5% | +7.5% | +7.0% |
| 30D | +24.1% | +17.4% | +6.7% | +22.0% |
| 3M | +30.9% | +7.0% | +23.9% | +29.8% |
| 6M | +5.9% | +20.5% | -14.6% | +3.5% |
| YTD | +48.2% | +33.1% | +15.1% | +42.8% |
| 1Y | +43.5% | +67.1% | -23.6% | +35.1% |
| 3Y | +117.0% | +41.9% | +75.1% | +103.5% |
| 5Y | +203.4% | +21.1% | +182.3% | +183.8% |
| 10Y | +515.9% | +518.8% | -2.9% | +348.1% |
| All | +1,488.5% | +862.5% | +626.0% | +987.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling