+53.0%
F vs CBOE
+155.8%
-102.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -3.6% | +9.0% | +5.6% |
| 30D | +4.6% | +5.1% | -0.5% | +4.0% |
| 3M | -3.7% | +4.6% | -8.3% | -4.1% |
| 6M | +16.8% | -0.3% | +17.1% | +16.7% |
| YTD | +15.3% | +19.8% | -4.5% | +12.5% |
| 1Y | +31.0% | +28.4% | +2.6% | +26.5% |
| 3Y | +45.4% | +104.1% | -58.7% | +21.8% |
| All | +53.0% | +155.8% | -102.8% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling