+68.5%
COST vs CBOE
+89.1%
-20.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -1.2% | -5.8% | +4.6% | -0.7% |
| 30D | -4.7% | -3.1% | -1.6% | -4.5% |
| 3M | -7.1% | -4.8% | -2.4% | -6.8% |
| 6M | -8.5% | -0.6% | -8.0% | -8.6% |
| YTD | +5.4% | +12.8% | -7.4% | +4.6% |
| 1Y | -5.6% | +19.8% | -25.4% | -6.5% |
| 3Y | +68.5% | +86.9% | -18.5% | +59.7% |
| All | +68.5% | +89.1% | -20.6% | +59.7% |
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 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