+1,086.7%
FLEX vs CBOE
+385.3%
+701.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +6.4% | -0.8% | +7.1% | +6.5% |
| 30D | -5.9% | +2.7% | -8.6% | -6.5% |
| 3M | -23.5% | +0.7% | -24.2% | -24.3% |
| 6M | +83.7% | -2.0% | +85.7% | +81.3% |
| YTD | +86.5% | +17.1% | +69.4% | +73.5% |
| 1Y | +100.5% | +26.5% | +74.0% | +81.2% |
| 3Y | +469.8% | +96.1% | +373.7% | +309.5% |
| 5Y | +725.7% | +149.3% | +576.4% | +419.8% |
| 10Y | +1,086.7% | +386.5% | +700.2% | +487.4% |
| All | +1,086.7% | +385.3% | +701.4% | +487.4% |
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