+62.8%
META vs CBOE
+149.4%
-86.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -3.6% | +10.3% | +7.1% |
| 30D | +4.8% | +5.1% | -0.3% | +4.2% |
| 3M | -1.6% | +4.6% | -6.2% | -2.3% |
| 6M | -7.5% | -0.3% | -7.2% | -7.7% |
| YTD | -6.4% | +19.8% | -26.1% | -8.4% |
| 1Y | -17.3% | +28.4% | -45.7% | -19.8% |
| 3Y | +109.9% | +104.1% | +5.8% | +67.8% |
| All | +62.8% | +149.4% | -86.6% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling