+726.2%
FLEX vs CBOE
+151.5%
+574.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.2% |
| 7D | +7.0% | -4.6% | +11.6% | +6.5% |
| 30D | -5.8% | +2.6% | -8.4% | -5.5% |
| 3M | -24.2% | +4.9% | -29.1% | -23.6% |
| 6M | +90.8% | -2.2% | +93.0% | +92.7% |
| YTD | +89.2% | +17.7% | +71.5% | +91.4% |
| 1Y | +104.7% | +26.1% | +78.6% | +107.1% |
| 3Y | +478.1% | +97.1% | +381.0% | +408.6% |
| 5Y | +726.2% | +149.2% | +577.0% | +526.1% |
| All | +726.2% | +151.5% | +574.7% | +526.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling