-44.8%
COMP vs CBOE
+221.7%
-266.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.4% | -3.6% | +5.0% | +1.5% |
| 30D | -13.3% | +5.1% | -18.4% | -13.6% |
| 3M | +41.1% | +4.6% | +36.5% | +40.9% |
| 6M | +17.2% | -0.3% | +17.4% | +16.9% |
| YTD | +5.2% | +19.8% | -14.5% | +0.5% |
| 1Y | +18.9% | +28.4% | -9.4% | +11.8% |
| 3Y | +215.9% | +104.1% | +111.8% | +143.3% |
| 5Y | -31.2% | +150.9% | -182.1% | -54.6% |
| All | -44.8% | +221.7% | -266.6% | -61.7% |
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