+1,569.7%
MOD vs CBOE
+151.5%
+1,418.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.5% |
| 7D | +6.3% | -4.6% | +11.0% | +5.3% |
| 30D | -1.7% | +2.6% | -4.3% | -1.0% |
| 3M | -30.1% | +4.9% | -35.0% | -29.0% |
| 6M | +2.7% | -2.2% | +4.9% | +3.6% |
| YTD | +44.1% | +17.7% | +26.3% | +49.6% |
| 1Y | +38.7% | +26.1% | +12.7% | +45.6% |
| 3Y | +309.8% | +97.1% | +212.7% | +291.1% |
| 5Y | +1,569.7% | +149.2% | +1,420.5% | +1,303.5% |
| All | +1,569.7% | +151.5% | +1,418.2% | +1,303.5% |
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 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