-46.5%
COMP vs CBOE
+280.4%
-326.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +14.5% | +1.0% | +13.5% | +14.5% |
| 30D | +14.9% | +16.0% | -1.1% | +13.9% |
| 3M | -14.2% | +23.4% | -37.7% | -15.2% |
| 6M | +23.7% | +1.7% | +22.0% | +26.0% |
| YTD | +2.1% | +41.6% | -39.5% | -3.4% |
| 1Y | +26.2% | +38.5% | -12.3% | +20.0% |
| 3Y | +470.9% | +105.7% | +365.2% | +372.1% |
| 5Y | -14.0% | +185.4% | -199.4% | -44.0% |
| All | -46.5% | +280.4% | -326.8% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling