+236.1%
CBOE vs S
-51.7%
+287.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +6.3% | +2.0% | +4.3% | +6.2% |
| 30D | +24.9% | -2.7% | +27.7% | +24.9% |
| 3M | +28.5% | -6.9% | +35.3% | +28.4% |
| 6M | +2.9% | +38.1% | -35.2% | +2.1% |
| YTD | +50.7% | +48.0% | +2.7% | +49.1% |
| 1Y | +45.5% | +34.5% | +11.0% | +44.3% |
| 3Y | +116.3% | +38.3% | +78.0% | +110.9% |
| 5Y | +204.3% | -70.9% | +275.2% | +208.6% |
| All | +236.1% | -51.7% | +287.8% | +247.8% |
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 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