+989.0%
CBOE vs NYT
+717.1%
+271.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -3.1% | +4.6% | -7.7% | -3.9% |
| 3M | -4.8% | -9.6% | +4.8% | -3.5% |
| 6M | -0.6% | -14.0% | +13.4% | +1.3% |
| YTD | +12.8% | -2.8% | +15.6% | +12.6% |
| 1Y | +19.8% | +15.6% | +4.2% | +16.2% |
| 3Y | +86.9% | +56.3% | +30.6% | +70.0% |
| 5Y | +136.5% | +39.5% | +97.0% | +115.5% |
| 10Y | +368.4% | +488.0% | -119.6% | +218.9% |
| All | +989.0% | +717.1% | +271.9% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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