+1,082.7%
MOD vs CBOE
+202.6%
+880.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.8% | +26.1% | +28.2% |
| 7D | +40.4% | +6.3% | +34.2% | +42.2% |
| 30D | -14.0% | +24.9% | -38.9% | -9.7% |
| 3M | -33.3% | +28.5% | -61.8% | -29.7% |
| 6M | -51.4% | +2.9% | -54.3% | -50.2% |
| YTD | +1.6% | +50.7% | -49.1% | +10.8% |
| 1Y | +5.4% | +45.5% | -40.1% | +14.5% |
| 3Y | +191.0% | +116.3% | +74.7% | +206.0% |
| All | +1,082.7% | +202.6% | +880.1% | +904.4% |
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