+24.1%
CBOE vs S
-10.0%
+34.1%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.4% |
| 7D | +6.9% | +1.2% | +5.7% | +7.2% |
| 30D | +24.1% | -7.3% | +31.5% | +23.3% |
| All | +24.1% | -10.0% | +34.1% | +23.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling