+1,086.2%
MAR vs CBOE
+1,020.3%
+65.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -4.7% | +2.7% | -7.4% | -5.5% |
| 3M | -15.6% | +0.7% | -16.3% | -16.3% |
| 6M | +1.2% | -2.0% | +3.2% | +0.1% |
| YTD | +7.5% | +17.1% | -9.6% | +0.6% |
| 1Y | +26.6% | +26.5% | +0.1% | +15.4% |
| 3Y | +66.0% | +96.1% | -30.2% | +27.4% |
| 5Y | +154.1% | +149.3% | +4.8% | +77.2% |
| 10Y | +441.9% | +386.5% | +55.4% | +186.9% |
| All | +1,086.2% | +1,020.3% | +65.9% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling