+1,056.2%
CBOE vs M
+83.8%
+972.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -3.6% | +4.7% | -8.3% | -4.0% |
| 30D | +5.1% | -9.6% | +14.7% | +5.8% |
| 3M | +4.6% | +0.9% | +3.8% | +4.3% |
| 6M | -0.3% | +22.3% | -22.5% | -2.2% |
| YTD | +19.8% | +6.5% | +13.2% | +18.5% |
| 1Y | +28.4% | +38.8% | -10.4% | +24.1% |
| 3Y | +104.1% | +115.9% | -11.8% | +84.0% |
| 5Y | +150.9% | +28.6% | +122.3% | +130.5% |
| 10Y | +393.5% | -2.5% | +396.0% | +318.0% |
| All | +1,056.2% | +83.8% | +972.4% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling