+425.8%
CBOE vs QSR
+203.9%
+221.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -3.7% | -4.7% | +1.0% | -2.7% |
| 30D | +2.0% | +4.3% | -2.3% | +1.1% |
| 3M | -4.2% | +5.4% | -9.7% | -5.4% |
| 6M | +1.2% | +8.2% | -7.0% | -0.7% |
| YTD | +15.4% | +14.1% | +1.3% | +11.9% |
| 1Y | +23.5% | +28.1% | -4.6% | +16.6% |
| 3Y | +93.2% | +25.3% | +67.9% | +80.6% |
| 5Y | +142.0% | +40.4% | +101.6% | +118.3% |
| 10Y | +379.2% | +132.4% | +246.8% | +282.8% |
| All | +425.8% | +203.9% | +221.9% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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