-49.3%
COMP vs CBOE
+280.9%
-330.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.7% | +10.7% |
| 7D | +13.4% | +5.3% | +8.2% | +13.1% |
| 30D | +11.1% | +25.5% | -14.4% | +9.7% |
| 3M | -18.8% | +22.5% | -41.3% | -19.8% |
| 6M | +10.5% | +2.6% | +7.9% | +12.4% |
| YTD | -3.4% | +41.8% | -45.2% | -8.6% |
| 1Y | +19.7% | +40.9% | -21.2% | +13.4% |
| 3Y | +381.6% | +108.7% | +272.9% | +295.5% |
| 5Y | -17.6% | +181.4% | -199.0% | -46.4% |
| All | -49.3% | +280.9% | -330.3% | -65.1% |
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 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