-8.8%
EW vs CBOE
+201.6%
-210.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.9% | +4.5% | +0.5% | +4.4% |
| 30D | +24.1% | +26.2% | -2.1% | +20.7% |
| 3M | +13.7% | +27.1% | -13.4% | +10.4% |
| 6M | +32.7% | +4.2% | +28.5% | +33.2% |
| YTD | +24.1% | +48.0% | -23.9% | +14.6% |
| 1Y | +23.6% | +42.4% | -18.8% | +15.3% |
| 3Y | +64.8% | +116.8% | -52.1% | +31.0% |
| 5Y | -8.8% | +199.0% | -207.8% | -41.6% |
| All | -8.8% | +201.6% | -210.4% | -41.6% |
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