-35.7%
DOW vs CBOE
+89.1%
-124.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -2.1% |
| 7D | -1.4% | -5.8% | +4.4% | -1.6% |
| 30D | -3.9% | -3.1% | -0.8% | -4.1% |
| 3M | -12.7% | -4.8% | -7.9% | -13.4% |
| 6M | -13.7% | -0.6% | -13.1% | -13.4% |
| YTD | +28.4% | +12.8% | +15.6% | +32.2% |
| 1Y | +21.8% | +19.8% | +2.0% | +27.1% |
| 3Y | -35.7% | +86.9% | -122.6% | -30.0% |
| All | -35.7% | +89.1% | -124.8% | -30.0% |
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 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