+113.9%
F vs CBOE
+1,256.0%
-1,142.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.6% | +5.3% | -3.7% | +0.4% |
| 30D | +2.6% | +25.5% | -22.8% | -2.8% |
| 3M | -8.8% | +22.5% | -31.3% | -13.5% |
| 6M | +4.6% | +2.6% | +2.0% | +3.0% |
| YTD | -1.9% | +41.8% | -43.7% | -11.6% |
| 1Y | -0.8% | +40.9% | -41.6% | -10.4% |
| 3Y | +43.5% | +108.7% | -65.2% | +13.7% |
| 5Y | -12.1% | +181.4% | -193.5% | -37.1% |
| 10Y | +83.6% | +531.6% | -447.9% | -2.3% |
| All | +113.9% | +1,256.0% | -1,142.1% | -27.2% |
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