+862.9%
DECK vs CBOE
+1,255.2%
-392.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.2% |
| 7D | +6.0% | +12.4% | -6.3% | +2.4% |
| 30D | +7.4% | +26.9% | -19.5% | -0.2% |
| 3M | -11.7% | +24.3% | -36.0% | -17.8% |
| 6M | -11.0% | +3.1% | -14.1% | -13.1% |
| YTD | -15.4% | +41.7% | -57.1% | -26.2% |
| 1Y | +7.2% | +41.5% | -34.2% | -6.5% |
| 3Y | -11.8% | +114.2% | -126.1% | -37.0% |
| 5Y | +24.3% | +181.3% | -156.9% | -22.0% |
| 10Y | +907.5% | +531.2% | +376.3% | +321.6% |
| All | +862.9% | +1,255.2% | -392.4% | +134.9% |
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