+2,045.3%
COST vs CBOE
+1,020.3%
+1,025.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -5.3% | +2.7% | -8.0% | -5.9% |
| 3M | -6.7% | +0.7% | -7.4% | -7.2% |
| 6M | -9.9% | -2.0% | -8.0% | -10.4% |
| YTD | +5.1% | +17.1% | -12.0% | +0.6% |
| 1Y | -7.3% | +26.5% | -33.8% | -12.8% |
| 3Y | +70.4% | +96.1% | -25.7% | +43.6% |
| 5Y | +104.4% | +149.3% | -44.9% | +62.0% |
| 10Y | +609.0% | +386.5% | +222.5% | +373.8% |
| All | +2,045.3% | +1,020.3% | +1,025.0% | +1,022.1% |
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