+213.3%
D vs CBOE
+1,045.3%
-832.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | -3.6% | +5.1% | +2.2% |
| 30D | -2.6% | +5.1% | -7.7% | -3.7% |
| 3M | 0.0% | +4.6% | -4.6% | -1.4% |
| 6M | +7.4% | -0.3% | +7.6% | +6.3% |
| YTD | +15.9% | +19.8% | -3.9% | +10.0% |
| 1Y | +18.1% | +28.4% | -10.2% | +10.3% |
| 3Y | +58.4% | +104.1% | -45.7% | +33.0% |
| 5Y | +5.2% | +150.9% | -145.7% | -16.2% |
| 10Y | +35.9% | +393.5% | -357.6% | -5.1% |
| All | +213.3% | +1,045.3% | -832.0% | +79.0% |
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