+139.8%
CBOE vs SPXU
-86.1%
+226.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.4% |
| 7D | -5.8% | +2.5% | -8.3% | -5.7% |
| 30D | -3.1% | +4.2% | -7.3% | -2.9% |
| 3M | -4.8% | -9.3% | +4.5% | -5.2% |
| 6M | -0.6% | -30.7% | +30.1% | -2.6% |
| YTD | +12.8% | -28.1% | +40.9% | +10.8% |
| 1Y | +19.8% | -35.2% | +55.0% | +16.9% |
| 3Y | +86.9% | -79.9% | +166.9% | +62.1% |
| All | +139.8% | -86.1% | +226.0% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling