+43.3%
IR vs CBOE
+151.5%
-108.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | +0.6% | -4.6% | +5.3% | +0.7% |
| 30D | -13.6% | +2.6% | -16.3% | -13.7% |
| 3M | +3.7% | +4.9% | -1.3% | +3.3% |
| 6M | -13.1% | -2.2% | -10.9% | -13.2% |
| YTD | -5.1% | +17.7% | -22.8% | -7.6% |
| 1Y | -6.5% | +26.1% | -32.5% | -9.9% |
| 3Y | +8.5% | +97.1% | -88.6% | -11.5% |
| 5Y | +43.3% | +149.2% | -105.9% | +2.7% |
| All | +43.3% | +151.5% | -108.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling