-49.1%
COMP vs CBOE
+298.1%
-347.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | +2.2% | +6.9% | -4.8% | +1.8% |
| 30D | +16.3% | +24.1% | -7.8% | +14.9% |
| 3M | -19.1% | +30.9% | -50.1% | -20.4% |
| 6M | +17.1% | +5.9% | +11.3% | +19.1% |
| YTD | -2.9% | +48.2% | -51.1% | -8.3% |
| 1Y | +8.8% | +43.5% | -34.7% | +3.5% |
| 3Y | +423.5% | +117.0% | +306.5% | +330.4% |
| 5Y | -10.5% | +203.4% | -213.8% | -41.9% |
| All | -49.1% | +298.1% | -347.2% | -65.0% |
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