+151.4%
F vs CBOE
+1,045.3%
-893.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -3.6% | +9.0% | +6.2% |
| 30D | +4.6% | +5.1% | -0.5% | +3.1% |
| 3M | -3.7% | +4.6% | -8.3% | -5.3% |
| 6M | +16.8% | -0.3% | +17.1% | +15.4% |
| YTD | +15.3% | +19.8% | -4.5% | +8.4% |
| 1Y | +31.0% | +28.4% | +2.6% | +20.7% |
| 3Y | +45.4% | +104.1% | -58.7% | +14.9% |
| 5Y | +54.7% | +150.9% | -96.2% | +13.6% |
| 10Y | +98.2% | +393.5% | -295.3% | +12.7% |
| All | +151.4% | +1,045.3% | -893.9% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling