+157.2%
EXC vs CBOE
+379.3%
-222.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.5% |
| 30D | -2.4% | +2.0% | -4.3% | -3.1% |
| 3M | -4.0% | -4.2% | +0.3% | -3.4% |
| 6M | -9.8% | +1.2% | -11.0% | -11.7% |
| YTD | +2.3% | +15.4% | -13.1% | -4.3% |
| 1Y | +3.8% | +23.5% | -19.7% | -5.3% |
| 3Y | +19.7% | +93.2% | -73.4% | -7.4% |
| 5Y | +45.6% | +142.0% | -96.3% | +2.3% |
| All | +157.2% | +379.3% | -222.1% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling