+1,064.6%
EW vs CBOE
+1,316.0%
-251.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.9% | +4.5% | +0.5% | +3.9% |
| 30D | +24.1% | +26.2% | -2.1% | +17.6% |
| 3M | +13.7% | +27.1% | -13.4% | +7.2% |
| 6M | +32.7% | +4.2% | +28.5% | +30.1% |
| YTD | +24.1% | +48.0% | -23.9% | +10.6% |
| 1Y | +23.6% | +42.4% | -18.8% | +11.2% |
| 3Y | +64.8% | +116.8% | -52.1% | +29.7% |
| 5Y | -8.8% | +199.0% | -207.8% | -35.2% |
| 10Y | +248.8% | +515.4% | -266.7% | +99.9% |
| All | +1,064.6% | +1,316.0% | -251.4% | +428.1% |
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