-7.3%
F vs CBOE
+42.5%
-49.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -3.9% | +4.5% | -8.4% | -3.8% |
| 30D | -0.5% | +26.2% | -26.7% | -0.1% |
| 3M | -12.9% | +27.1% | -40.0% | -12.5% |
| 6M | +1.5% | +4.2% | -2.6% | +1.7% |
| YTD | -5.0% | +48.0% | -53.1% | -3.1% |
| 1Y | -7.3% | +42.4% | -49.8% | -4.8% |
| All | -7.3% | +42.5% | -49.9% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling