-1.4%
LOW vs CBOE
+39.5%
-40.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.5% |
| 7D | +15.6% | +7.7% | +7.9% | +16.0% |
| 30D | +28.6% | +24.4% | +4.2% | +30.0% |
| 3M | +5.8% | +20.0% | -14.2% | +6.9% |
| 6M | +3.8% | +2.4% | +1.5% | +3.9% |
| YTD | -2.8% | +38.5% | -41.3% | +0.6% |
| 1Y | -1.4% | +39.0% | -40.4% | +2.3% |
| All | -1.4% | +39.5% | -40.9% | +2.3% |
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