+19.8%
CBOE vs MKTX
-10.6%
+30.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -3.1% | +0.7% | -3.9% | -3.2% |
| 3M | -4.8% | +40.8% | -45.6% | -8.8% |
| 6M | -0.6% | -8.0% | +7.4% | +5.1% |
| YTD | +12.8% | -8.7% | +21.5% | +19.7% |
| 1Y | +19.8% | -11.8% | +31.6% | +29.6% |
| All | +19.8% | -10.6% | +30.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling