+42.4%
CBOE vs S
+29.4%
+13.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | -0.2% |
| 7D | +4.5% | +4.1% | +0.4% | +4.5% |
| 30D | +26.2% | -7.2% | +33.4% | +25.9% |
| 3M | +27.1% | 0.0% | +27.2% | +26.9% |
| 6M | +4.2% | +41.6% | -37.4% | +4.5% |
| YTD | +48.0% | +48.6% | -0.6% | +47.9% |
| 1Y | +42.4% | +30.0% | +12.4% | +42.7% |
| All | +42.4% | +29.4% | +13.0% | +42.7% |
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