+9.1%
IR vs CBOE
+39.5%
-30.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +11.6% | +7.7% | +3.8% | +13.0% |
| 30D | +7.2% | +24.4% | -17.2% | +11.2% |
| 3M | -5.9% | +20.0% | -25.9% | -2.6% |
| 6M | +11.5% | +2.4% | +9.1% | +13.1% |
| YTD | +6.3% | +38.5% | -32.2% | +8.3% |
| 1Y | +9.1% | +39.0% | -29.9% | +11.1% |
| All | +9.1% | +39.5% | -30.4% | +11.1% |
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 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