+75.9%
DE vs CBOE
+89.1%
-13.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.5% |
| 7D | -2.6% | -5.8% | +3.2% | -3.0% |
| 30D | +9.0% | -3.1% | +12.2% | +8.7% |
| 3M | +19.1% | -4.8% | +23.9% | +19.2% |
| 6M | +14.4% | -0.6% | +14.9% | +14.6% |
| YTD | +45.9% | +12.8% | +33.2% | +46.6% |
| 1Y | +43.6% | +19.8% | +23.8% | +44.3% |
| 3Y | +75.9% | +86.9% | -11.1% | +83.2% |
| All | +75.9% | +89.1% | -13.2% | +83.2% |
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 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