+2,092.1%
MOD vs CBOE
+1,045.3%
+1,046.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -3.6% | +13.2% | +10.5% |
| 30D | 0.0% | +5.1% | -5.0% | -1.2% |
| 3M | -35.4% | +4.6% | -40.0% | -36.7% |
| 6M | -7.3% | -0.3% | -7.0% | -9.3% |
| YTD | +45.8% | +19.8% | +26.1% | +34.9% |
| 1Y | +43.1% | +28.4% | +14.8% | +29.1% |
| 3Y | +297.7% | +104.1% | +193.6% | +187.7% |
| 5Y | +1,478.8% | +150.9% | +1,327.8% | +933.8% |
| 10Y | +1,633.4% | +393.5% | +1,239.9% | +690.6% |
| All | +2,092.1% | +1,045.3% | +1,046.8% | +435.3% |
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