-29.4%
EW vs CBOE
+146.7%
-176.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -6.4% | +2.7% | -9.0% | -6.8% |
| 3M | -1.6% | +0.7% | -2.3% | -2.0% |
| 6M | +2.3% | -2.0% | +4.3% | +1.6% |
| YTD | +1.1% | +17.1% | -16.0% | -3.8% |
| 1Y | +8.0% | +26.5% | -18.5% | +0.6% |
| 3Y | +16.3% | +96.1% | -79.8% | -10.7% |
| 5Y | -29.4% | +149.3% | -178.7% | -53.8% |
| All | -29.4% | +146.7% | -176.1% | -53.8% |
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 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