+632.4%
GEV vs CBOE
+61.0%
+571.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.9% | +2.7% |
| 7D | +1.6% | -5.8% | +7.4% | -0.8% |
| 30D | -7.9% | -3.1% | -4.8% | -8.9% |
| 3M | +5.6% | -4.8% | +10.4% | +5.4% |
| 6M | +13.1% | -0.6% | +13.6% | +17.8% |
| YTD | +46.7% | +12.8% | +33.9% | +63.4% |
| 1Y | +51.3% | +19.8% | +31.5% | +73.7% |
| All | +632.4% | +61.0% | +571.4% | +958.1% |
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 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