+452.2%
CBOE vs Z
+25.1%
+427.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -3.6% | -3.0% | -0.6% | -3.5% |
| 30D | +5.1% | -4.2% | +9.3% | +5.2% |
| 3M | +4.6% | -3.7% | +8.3% | +4.6% |
| 6M | -0.3% | -24.5% | +24.2% | +1.1% |
| YTD | +19.8% | -49.3% | +69.0% | +24.3% |
| 1Y | +28.4% | -58.7% | +87.0% | +34.8% |
| 3Y | +104.1% | -34.1% | +138.2% | +103.9% |
| 5Y | +150.9% | -64.5% | +215.4% | +156.3% |
| 10Y | +393.5% | -0.5% | +394.0% | +318.7% |
| All | +452.2% | +25.1% | +427.1% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling