+793.6%
CI vs CBOE
+1,045.3%
-251.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -3.6% | +4.9% | +2.4% |
| 30D | +4.4% | +5.1% | -0.6% | +2.8% |
| 3M | +0.7% | +4.6% | -4.0% | -1.3% |
| 6M | +0.3% | -0.3% | +0.6% | -1.0% |
| YTD | +3.8% | +19.8% | -15.9% | -3.4% |
| 1Y | -5.5% | +28.4% | -33.9% | -14.2% |
| 3Y | +8.1% | +104.1% | -96.0% | -16.7% |
| 5Y | +42.8% | +150.9% | -108.1% | +1.5% |
| 10Y | +143.9% | +393.5% | -249.6% | +38.6% |
| All | +793.6% | +1,045.3% | -251.7% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling