+988.0%
MOD vs CBOE
+1,256.0%
-268.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.7% | +5.7% |
| 7D | -25.5% | +5.3% | -30.8% | -26.5% |
| 30D | -49.0% | +25.5% | -74.5% | -51.9% |
| 3M | -49.8% | +22.5% | -72.3% | -52.5% |
| 6M | -64.8% | +2.6% | -67.4% | -65.6% |
| YTD | -27.6% | +41.8% | -69.4% | -36.1% |
| 1Y | -35.2% | +40.9% | -76.1% | -42.7% |
| 3Y | +137.1% | +108.7% | +28.4% | +74.2% |
| 5Y | +760.3% | +181.4% | +578.9% | +451.6% |
| 10Y | +938.8% | +531.6% | +407.3% | +337.4% |
| All | +988.0% | +1,256.0% | -268.1% | +153.7% |
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