+414.9%
COMP vs CBOE
+115.8%
+299.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.2% |
| 7D | +8.9% | +4.5% | +4.4% | +9.9% |
| 30D | +14.0% | +26.2% | -12.3% | +19.4% |
| 3M | -21.1% | +27.1% | -48.3% | -17.0% |
| 6M | +20.1% | +4.2% | +15.9% | +25.7% |
| YTD | -5.0% | +48.0% | -53.1% | +3.2% |
| 1Y | +5.7% | +42.4% | -36.8% | +14.2% |
| All | +414.9% | +115.8% | +299.0% | +520.6% |
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 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