+444.1%
META vs CBOE
+513.5%
-69.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.6% |
| 7D | +3.3% | +6.0% | -2.7% | +2.2% |
| 30D | -10.8% | +19.9% | -30.7% | -13.8% |
| 3M | +7.9% | +28.4% | -20.5% | +2.7% |
| 6M | +5.4% | +5.2% | +0.2% | +3.7% |
| YTD | -2.6% | +46.4% | -49.0% | -10.6% |
| 1Y | +1.9% | +41.8% | -39.9% | -5.9% |
| 3Y | +97.0% | +114.4% | -17.5% | +60.1% |
| 5Y | +97.6% | +202.9% | -105.3% | +42.5% |
| All | +444.1% | +513.5% | -69.4% | +275.5% |
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