+282.7%
FLEX vs CBOE
+119.7%
+163.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -3.2% |
| 7D | +7.5% | +6.3% | +1.2% | +10.5% |
| 30D | -25.3% | +24.9% | -50.2% | -17.2% |
| 3M | -39.7% | +28.5% | -68.1% | -32.0% |
| 6M | -47.9% | +2.9% | -50.7% | -45.0% |
| YTD | +24.1% | +50.7% | -26.6% | +57.0% |
| 1Y | +26.0% | +45.5% | -19.5% | +56.8% |
| 3Y | +282.7% | +116.3% | +166.3% | +495.6% |
| All | +282.7% | +119.7% | +163.0% | +495.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling