+67.3%
F vs CBOE
+524.9%
-457.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -3.1% | +6.3% | -9.4% | -4.2% |
| 30D | 0.0% | +24.9% | -24.9% | -4.1% |
| 3M | -13.2% | +28.5% | -41.7% | -17.5% |
| 6M | -10.2% | +2.9% | -13.1% | -11.1% |
| YTD | -4.9% | +50.7% | -55.6% | -13.7% |
| 1Y | -6.1% | +45.5% | -51.6% | -14.1% |
| 3Y | +46.0% | +116.3% | -70.4% | +18.6% |
| 5Y | -15.7% | +204.3% | -220.0% | -38.9% |
| All | +67.3% | +524.9% | -457.6% | -11.1% |
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 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