+116.3%
CBOE vs Z
-18.1%
+134.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.8% |
| 7D | +6.3% | +0.8% | +5.4% | +6.3% |
| 30D | +24.9% | +5.2% | +19.8% | +25.1% |
| 3M | +28.5% | -17.0% | +45.5% | +27.6% |
| 6M | +2.9% | -22.7% | +25.5% | +2.1% |
| YTD | +50.7% | -56.3% | +107.0% | +47.4% |
| 1Y | +45.5% | -57.7% | +103.1% | +42.3% |
| 3Y | +116.3% | -16.5% | +132.9% | +121.0% |
| All | +116.3% | -18.1% | +134.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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