-10.4%
DOW vs CBOE
+237.1%
-247.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -2.9% | -4.6% | +1.7% | -1.9% |
| 30D | +2.0% | +2.6% | -0.7% | +1.0% |
| 3M | -12.5% | +4.9% | -17.5% | -14.1% |
| 6M | -9.2% | -2.2% | -7.0% | -9.8% |
| YTD | +30.8% | +17.7% | +13.1% | +23.6% |
| 1Y | +29.4% | +26.1% | +3.3% | +19.8% |
| 3Y | -34.6% | +97.1% | -131.7% | -49.5% |
| 5Y | -35.9% | +149.2% | -185.1% | -55.9% |
| All | -10.4% | +237.1% | -247.5% | -44.8% |
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