+369.4%
CBOE vs M
-10.0%
+379.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.2% |
| 7D | -3.7% | -8.8% | +5.1% | -3.2% |
| 30D | +2.0% | -16.4% | +18.4% | +3.0% |
| 3M | -4.2% | -10.8% | +6.6% | -3.8% |
| 6M | +1.2% | +16.1% | -14.9% | 0.0% |
| YTD | +15.4% | -5.3% | +20.6% | +15.2% |
| 1Y | +23.5% | +24.9% | -1.4% | +20.9% |
| 3Y | +93.2% | +97.5% | -4.4% | +78.3% |
| 5Y | +142.0% | +20.4% | +121.6% | +126.8% |
| All | +369.4% | -10.0% | +379.3% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling