+25.5%
FLEX vs CBOE
+42.6%
-17.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +4.3% |
| 7D | +2.2% | +6.9% | -4.7% | +5.2% |
| 30D | -32.6% | +24.1% | -56.8% | -26.7% |
| 3M | -35.5% | +30.9% | -66.4% | -28.3% |
| 6M | -45.6% | +5.9% | -51.4% | -40.2% |
| YTD | +30.7% | +48.2% | -17.5% | +64.0% |
| All | +25.5% | +42.6% | -17.1% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling