+39.0%
CBOE vs S
+36.5%
+2.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.3% |
| 7D | +7.7% | -8.2% | +15.9% | +7.7% |
| 30D | +24.4% | -7.6% | +32.0% | +24.3% |
| 3M | +20.0% | +12.0% | +8.1% | +19.9% |
| 6M | +2.4% | +50.6% | -48.2% | +2.6% |
| YTD | +38.5% | +56.6% | -18.1% | +38.4% |
| 1Y | +39.0% | +39.2% | -0.3% | +39.8% |
| All | +39.0% | +36.5% | +2.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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