+8.5%
IR vs CBOE
+95.4%
-86.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -2.0% |
| 7D | +0.6% | -4.6% | +5.3% | -0.3% |
| 30D | -13.6% | +2.6% | -16.3% | -13.1% |
| 3M | +3.7% | +4.9% | -1.3% | +5.0% |
| 6M | -13.1% | -2.2% | -10.9% | -12.3% |
| YTD | -5.1% | +17.7% | -22.8% | -1.1% |
| 1Y | -6.5% | +26.1% | -32.5% | -1.0% |
| 3Y | +8.5% | +97.1% | -88.6% | +15.5% |
| All | +8.5% | +95.4% | -86.9% | +15.5% |
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