+153.1%
MAR vs CBOE
+145.0%
+8.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -2.1% | -3.7% | +1.6% | -1.8% |
| 30D | -5.7% | +2.0% | -7.6% | -5.8% |
| 3M | -14.6% | -4.2% | -10.4% | -14.2% |
| 6M | +1.3% | +1.2% | +0.2% | +0.7% |
| YTD | +6.7% | +15.4% | -8.7% | +4.1% |
| 1Y | +26.4% | +23.5% | +2.9% | +22.0% |
| 3Y | +64.7% | +93.2% | -28.5% | +36.6% |
| 5Y | +153.1% | +142.0% | +11.1% | +89.1% |
| All | +153.1% | +145.0% | +8.1% | +89.1% |
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