+23.4%
CBOE vs Q
+78.4%
-55.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.4% |
| 7D | -0.8% | +6.6% | -7.4% | -0.5% |
| 30D | +2.7% | -6.6% | +9.2% | +2.5% |
| 3M | +0.7% | -13.2% | +13.9% | +0.9% |
| 6M | -2.0% | +9.9% | -11.9% | -0.3% |
| YTD | +17.1% | +53.9% | -36.8% | +18.5% |
| All | +23.4% | +78.4% | -55.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling