+1,416.5%
FLEX vs CBOE
+1,317.1%
+99.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +2.2% | +6.9% | -4.7% | +0.4% |
| 30D | -32.6% | +24.1% | -56.8% | -36.9% |
| 3M | -35.5% | +30.9% | -66.4% | -40.8% |
| 6M | -45.6% | +5.9% | -51.4% | -47.5% |
| YTD | +30.7% | +48.2% | -17.5% | +11.8% |
| 1Y | +28.4% | +43.5% | -15.1% | +10.9% |
| 3Y | +301.7% | +117.0% | +184.6% | +183.3% |
| 5Y | +473.3% | +203.4% | +269.9% | +244.3% |
| 10Y | +651.7% | +515.9% | +135.8% | +223.8% |
| All | +1,416.5% | +1,317.1% | +99.4% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling