+167.1%
CBOE vs S
-56.8%
+223.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -3.6% | -7.7% | +4.1% | -3.5% |
| 30D | +5.1% | -5.3% | +10.4% | +5.1% |
| 3M | +4.6% | +20.3% | -15.7% | +4.2% |
| 6M | -0.3% | +47.4% | -47.6% | -1.1% |
| YTD | +19.8% | +32.5% | -12.8% | +18.9% |
| 1Y | +28.4% | +9.5% | +18.8% | +27.9% |
| 3Y | +104.1% | +15.5% | +88.6% | +100.1% |
| 5Y | +150.9% | -71.2% | +222.1% | +154.2% |
| All | +167.1% | -56.8% | +223.9% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling