+418.8%
META vs CBOE
+385.3%
+33.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.6% |
| 7D | +10.3% | -0.8% | +11.0% | +10.4% |
| 30D | +9.9% | +2.7% | +7.2% | +9.2% |
| 3M | +11.9% | +0.7% | +11.2% | +11.2% |
| 6M | +1.2% | -2.0% | +3.1% | +0.7% |
| YTD | -0.8% | +17.1% | -17.9% | -4.9% |
| 1Y | -14.3% | +26.5% | -40.8% | -19.3% |
| 3Y | +121.4% | +96.1% | +25.2% | +80.5% |
| 5Y | +74.5% | +149.3% | -74.8% | +30.8% |
| 10Y | +418.8% | +386.5% | +32.3% | +261.2% |
| All | +418.8% | +385.3% | +33.5% | +261.2% |
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