+84.1%
F vs CBOE
+385.3%
-301.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -2.9% | +2.7% | -5.6% | -3.6% |
| 3M | -9.1% | +0.7% | -9.8% | -9.6% |
| 6M | +12.9% | -2.0% | +14.9% | +12.3% |
| YTD | +6.1% | +17.1% | -11.1% | +1.1% |
| 1Y | +22.5% | +26.5% | -4.0% | +14.5% |
| 3Y | +32.1% | +96.1% | -64.1% | +7.4% |
| 5Y | +43.7% | +149.3% | -105.6% | +7.4% |
| 10Y | +84.1% | +386.5% | -302.4% | +1.3% |
| All | +84.1% | +385.3% | -301.2% | +1.3% |
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