-8.7%
COMP vs CBOE
+202.6%
-211.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.6% |
| 7D | 0.0% | +6.3% | -6.3% | -0.3% |
| 30D | +16.6% | +24.9% | -8.4% | +14.9% |
| 3M | -23.5% | +28.5% | -52.0% | -24.7% |
| 6M | +25.7% | +2.9% | +22.9% | +29.3% |
| YTD | -3.4% | +50.7% | -54.1% | -9.7% |
| 1Y | +7.6% | +45.5% | -37.9% | +1.5% |
| 3Y | +423.6% | +116.3% | +307.2% | +317.7% |
| All | -8.7% | +202.6% | -211.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling