+149.3%
CBOE vs Z
-65.8%
+215.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.8% | -7.1% | +6.3% | -0.6% |
| 30D | +2.7% | -4.8% | +7.5% | +2.7% |
| 3M | +0.7% | -9.3% | +10.1% | +0.8% |
| 6M | -2.0% | -29.0% | +27.0% | -1.3% |
| YTD | +17.1% | -52.9% | +70.0% | +19.4% |
| 1Y | +26.5% | -63.1% | +89.6% | +29.8% |
| 3Y | +96.1% | -36.9% | +133.0% | +95.3% |
| 5Y | +149.3% | -65.5% | +214.8% | +141.1% |
| All | +149.3% | -65.8% | +215.1% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling