+274.5%
IR vs CBOE
+284.0%
-9.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -3.1% | -3.7% | +0.6% | -2.3% |
| 30D | -14.0% | +2.0% | -16.0% | -14.5% |
| 3M | +3.7% | -4.2% | +8.0% | +4.1% |
| 6M | -15.4% | +1.2% | -16.6% | -17.3% |
| YTD | -7.7% | +15.4% | -23.1% | -13.2% |
| 1Y | -8.8% | +23.5% | -32.3% | -16.2% |
| 3Y | +5.6% | +93.2% | -87.6% | -19.3% |
| 5Y | +34.3% | +142.0% | -107.6% | -7.0% |
| All | +274.5% | +284.0% | -9.5% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling