-10.0%
LOW vs CBOE
+93.5%
-103.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.1% |
| 7D | -2.6% | -3.7% | +1.1% | -2.9% |
| 30D | -11.1% | +2.0% | -13.1% | -11.0% |
| 3M | -8.5% | -4.2% | -4.3% | -8.5% |
| 6M | -20.8% | +1.2% | -22.0% | -20.5% |
| YTD | -17.2% | +15.4% | -32.6% | -16.2% |
| 1Y | -24.7% | +23.5% | -48.2% | -23.6% |
| All | -10.0% | +93.5% | -103.5% | -10.4% |
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