+52.8%
CME vs CBOE
+97.4%
-44.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -2.9% | -4.6% | +1.8% | -1.0% |
| 30D | +5.5% | +2.6% | +2.9% | +4.3% |
| 3M | +11.0% | +4.9% | +6.0% | +8.0% |
| 6M | -9.7% | -2.2% | -7.5% | -10.0% |
| YTD | +4.9% | +17.7% | -12.9% | -3.2% |
| 1Y | +10.1% | +26.1% | -16.0% | -1.1% |
| All | +52.8% | +97.4% | -44.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling