+404.3%
META vs CBOE
+526.4%
-122.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | +5.3% | -6.1% | -1.7% |
| 30D | -15.4% | +25.5% | -40.9% | -19.0% |
| 3M | +3.5% | +22.5% | -19.0% | -0.6% |
| 6M | -0.3% | +2.6% | -2.9% | -1.4% |
| YTD | -7.3% | +41.8% | -49.1% | -14.4% |
| 1Y | -1.1% | +40.9% | -41.9% | -8.5% |
| 3Y | +95.1% | +108.7% | -13.7% | +59.5% |
| 5Y | +80.6% | +181.4% | -100.8% | +32.7% |
| All | +404.3% | +526.4% | -122.1% | +280.2% |
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