+887.0%
DECK vs CBOE
+526.1%
+360.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +6.4% | +1.0% | +5.4% | +6.1% |
| 30D | +9.1% | +16.0% | -6.9% | +5.4% |
| 3M | -7.2% | +23.4% | -30.7% | -11.9% |
| 6M | -9.9% | +1.7% | -11.7% | -11.1% |
| YTD | -12.8% | +41.6% | -54.4% | -21.5% |
| 1Y | +10.6% | +38.5% | -27.9% | +0.1% |
| 3Y | -13.8% | +105.7% | -119.6% | -34.1% |
| 5Y | +27.6% | +185.4% | -157.8% | -16.3% |
| 10Y | +887.0% | +504.1% | +383.0% | +391.3% |
| All | +887.0% | +526.1% | +360.9% | +391.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling