+594.7%
CBOE vs Z
+7.8%
+587.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.6% |
| 7D | +6.3% | +0.8% | +5.4% | +6.2% |
| 30D | +24.9% | +5.2% | +19.8% | +24.4% |
| 3M | +28.5% | -17.0% | +45.5% | +29.5% |
| 6M | +2.9% | -22.7% | +25.5% | +4.0% |
| YTD | +50.7% | -56.3% | +107.0% | +57.4% |
| 1Y | +45.5% | -57.7% | +103.1% | +52.2% |
| 3Y | +116.3% | -16.5% | +132.9% | +110.8% |
| 5Y | +204.3% | -53.4% | +257.7% | +203.8% |
| 10Y | +526.3% | -15.9% | +542.2% | +436.4% |
| All | +594.7% | +7.8% | +587.0% | +466.8% |
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