+91.2%
CBOE vs SPXU
-79.4%
+170.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -3.7% | +6.4% | -10.0% | -4.2% |
| 30D | +2.0% | +5.9% | -4.0% | +1.5% |
| 3M | -4.2% | -11.7% | +7.4% | -3.4% |
| 6M | +1.2% | -28.7% | +29.9% | +3.3% |
| YTD | +15.4% | -26.4% | +41.7% | +17.4% |
| 1Y | +23.5% | -35.2% | +58.7% | +26.6% |
| All | +91.2% | -79.4% | +170.7% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling