+3,604.4%
FIX vs CBOE
+514.1%
+3,090.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +17.0% | +4.5% | +12.5% | +16.2% |
| 30D | -30.6% | +26.2% | -56.8% | -33.6% |
| 3M | -35.0% | +27.1% | -62.2% | -38.1% |
| 6M | -44.0% | +4.2% | -48.1% | -44.5% |
| YTD | +21.1% | +48.0% | -26.9% | +8.9% |
| 1Y | +16.3% | +42.4% | -26.2% | +5.5% |
| 3Y | +507.4% | +116.8% | +390.6% | +362.3% |
| 5Y | +1,052.1% | +199.0% | +853.0% | +651.8% |
| All | +3,604.4% | +514.1% | +3,090.3% | +1,706.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling