+1,036.7%
CBOE vs SPXU
-100.0%
+1,136.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.4% |
| 7D | -4.6% | -1.5% | -3.2% | -4.9% |
| 30D | +2.6% | +3.7% | -1.1% | +3.3% |
| 3M | +4.9% | -9.6% | +14.5% | +3.2% |
| 6M | -2.2% | -32.4% | +30.2% | -8.1% |
| YTD | +17.7% | -28.7% | +46.4% | +11.7% |
| 1Y | +26.1% | -38.2% | +64.3% | +16.9% |
| 3Y | +97.1% | -80.4% | +177.5% | +51.0% |
| 5Y | +149.2% | -86.0% | +235.2% | +93.4% |
| 10Y | +385.1% | -99.5% | +484.6% | +121.4% |
| All | +1,036.7% | -100.0% | +1,136.7% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling