-35.5%
DOW vs CBOE
+145.0%
-180.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -2.4% | -3.7% | +1.3% | -2.2% |
| 30D | -4.1% | +2.0% | -6.0% | -4.3% |
| 3M | -12.4% | -4.2% | -8.2% | -12.7% |
| 6M | -10.6% | +1.2% | -11.8% | -10.9% |
| YTD | +31.1% | +15.4% | +15.7% | +30.7% |
| 1Y | +30.5% | +23.5% | +7.0% | +30.1% |
| 3Y | -34.4% | +93.2% | -127.6% | -39.0% |
| 5Y | -35.5% | +142.0% | -177.5% | -42.9% |
| All | -35.5% | +145.0% | -180.5% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling