+358.9%
CBOE vs USFR
+28.1%
+330.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | +0.1% | -6.0% | -5.7% |
| 30D | -3.1% | +0.4% | -3.5% | -2.9% |
| 3M | -4.8% | +1.0% | -5.8% | -4.0% |
| 6M | -0.6% | +2.0% | -2.5% | +1.0% |
| YTD | +12.8% | +2.8% | +10.0% | +15.3% |
| 1Y | +19.8% | +4.1% | +15.7% | +23.9% |
| 3Y | +86.9% | +14.1% | +72.8% | +110.8% |
| 5Y | +136.5% | +20.6% | +115.9% | +183.9% |
| All | +358.9% | +28.1% | +330.7% | +480.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling