+1,527.5%
META vs CBOE
+1,365.1%
+162.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -3.6% | +10.3% | +7.5% |
| 30D | +4.8% | +5.1% | -0.3% | +3.4% |
| 3M | -1.6% | +4.6% | -6.2% | -3.2% |
| 6M | -7.5% | -0.3% | -7.2% | -8.4% |
| YTD | -6.4% | +19.8% | -26.1% | -11.5% |
| 1Y | -17.3% | +28.4% | -45.7% | -23.4% |
| 3Y | +109.9% | +104.1% | +5.8% | +64.5% |
| 5Y | +65.4% | +150.9% | -85.5% | +19.9% |
| 10Y | +391.8% | +393.5% | -1.7% | +169.2% |
| All | +1,527.5% | +1,365.1% | +162.4% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling