+43.5%
F vs CBOE
+112.4%
-68.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.6% | +5.3% | -3.7% | +1.9% |
| 30D | +2.6% | +25.5% | -22.8% | +4.2% |
| 3M | -8.8% | +22.5% | -31.3% | -7.4% |
| 6M | +4.6% | +2.6% | +2.0% | +4.8% |
| YTD | -1.9% | +41.8% | -43.7% | +2.6% |
| 1Y | -0.8% | +40.9% | -41.6% | +3.8% |
| 3Y | +43.5% | +108.7% | -65.2% | +67.6% |
| All | +43.5% | +112.4% | -68.9% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling