-64.8%
MOD vs CBOE
+5.0%
-69.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.7% | +5.7% |
| 7D | -25.5% | +5.3% | -30.8% | -24.1% |
| 30D | -49.0% | +25.5% | -74.5% | -45.2% |
| 3M | -49.8% | +22.5% | -72.3% | -46.8% |
| 6M | -64.8% | +2.6% | -67.4% | -65.3% |
| All | -64.8% | +5.0% | -69.7% | -65.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling