+49.3%
CI vs CBOE
+201.6%
-152.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.7% | +4.5% | -6.2% | -2.6% |
| 30D | +4.9% | +26.2% | -21.4% | +0.1% |
| 3M | +7.4% | +27.1% | -19.7% | +2.2% |
| 6M | +0.4% | +4.2% | -3.8% | -1.0% |
| YTD | +9.5% | +48.0% | -38.6% | -0.7% |
| 1Y | +12.0% | +42.4% | -30.5% | +2.5% |
| 3Y | +7.1% | +116.8% | -109.7% | -13.4% |
| 5Y | +49.3% | +199.0% | -149.7% | +3.1% |
| All | +49.3% | +201.6% | -152.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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