+1,014.0%
CBOE vs MKTX
+1,262.0%
-248.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +2.0% | +0.8% | +1.1% | +1.8% |
| 3M | -4.2% | +41.1% | -45.4% | -11.6% |
| 6M | +1.2% | -9.5% | +10.7% | +2.3% |
| YTD | +15.4% | -8.7% | +24.1% | +16.3% |
| 1Y | +23.5% | -10.0% | +33.5% | +24.7% |
| 3Y | +93.2% | -24.6% | +117.8% | +97.5% |
| 5Y | +142.0% | -60.3% | +202.3% | +178.4% |
| 10Y | +379.2% | +5.0% | +374.2% | +322.2% |
| All | +1,014.0% | +1,262.0% | -248.0% | +553.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling