+433.8%
MAR vs CBOE
+368.5%
+65.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.2% |
| 7D | -0.5% | -5.8% | +5.3% | +0.9% |
| 30D | -5.4% | -3.1% | -2.3% | -4.8% |
| 3M | -15.5% | -4.8% | -10.7% | -14.9% |
| 6M | +3.0% | -0.6% | +3.5% | +1.5% |
| YTD | +8.5% | +12.8% | -4.3% | +3.1% |
| 1Y | +26.0% | +19.8% | +6.2% | +17.4% |
| 3Y | +68.6% | +86.9% | -18.3% | +32.2% |
| 5Y | +157.4% | +136.5% | +20.8% | +82.9% |
| All | +433.8% | +368.5% | +65.3% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling