+96.8%
META vs CBOE
+119.7%
-22.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +3.1% |
| 7D | +5.2% | +6.3% | -1.1% | +6.1% |
| 30D | -13.0% | +24.9% | -37.9% | -10.2% |
| 3M | +7.9% | +28.5% | -20.5% | +11.8% |
| 6M | +4.2% | +2.9% | +1.4% | +2.4% |
| YTD | -2.5% | +50.7% | -53.2% | +7.8% |
| 1Y | +5.6% | +45.5% | -39.9% | +15.3% |
| 3Y | +96.8% | +116.3% | -19.5% | +145.5% |
| All | +96.8% | +119.7% | -22.9% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling