+149.3%
CBOE vs M
+22.2%
+127.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.5% |
| 7D | -0.8% | -4.1% | +3.3% | -0.7% |
| 30D | +2.7% | -13.6% | +16.3% | +2.9% |
| 3M | +0.7% | -2.3% | +3.0% | +0.7% |
| 6M | -2.0% | +21.9% | -23.9% | -2.4% |
| YTD | +17.1% | -0.6% | +17.7% | +17.0% |
| 1Y | +26.5% | +29.7% | -3.2% | +25.5% |
| 3Y | +96.1% | +107.3% | -11.2% | +86.8% |
| 5Y | +149.3% | +20.5% | +128.8% | +146.6% |
| All | +149.3% | +22.2% | +127.1% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling