-41.9%
IT vs CBOE
+136.7%
-178.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.6% |
| 7D | -3.7% | -5.8% | +2.1% | -2.7% |
| 30D | +0.1% | -3.1% | +3.2% | +0.5% |
| 3M | +20.7% | -4.8% | +25.4% | +21.2% |
| 6M | +12.0% | -0.6% | +12.5% | +9.7% |
| YTD | -28.8% | +12.8% | -41.6% | -32.6% |
| 1Y | -25.5% | +19.8% | -45.3% | -30.9% |
| 3Y | -48.8% | +86.9% | -135.7% | -62.8% |
| All | -41.9% | +136.7% | -178.6% | -64.2% |
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 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