+272.2%
CME vs CBOE
+379.3%
-107.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -0.5% |
| 30D | +6.2% | +2.0% | +4.2% | +4.9% |
| 3M | +4.4% | -4.2% | +8.6% | +5.9% |
| 6M | -9.6% | +1.2% | -10.8% | -11.8% |
| YTD | +3.8% | +15.4% | -11.6% | -5.8% |
| 1Y | +9.5% | +23.5% | -14.0% | -4.3% |
| 3Y | +51.9% | +93.2% | -41.3% | +1.9% |
| 5Y | +78.7% | +142.0% | -63.3% | +3.4% |
| All | +272.2% | +379.3% | -107.0% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling