+820.4%
MSCI vs CBOE
+520.8%
+299.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -1.9% | +6.9% | -8.8% | -4.3% |
| 30D | +16.5% | +24.1% | -7.7% | +7.5% |
| 3M | +18.2% | +30.9% | -12.8% | +6.5% |
| 6M | +14.0% | +5.9% | +8.1% | +10.0% |
| YTD | +16.6% | +48.2% | -31.6% | -2.5% |
| 1Y | +14.8% | +43.5% | -28.6% | -2.8% |
| 3Y | +33.3% | +117.0% | -83.8% | -8.4% |
| 5Y | +9.1% | +203.4% | -194.3% | -36.9% |
| 10Y | +820.4% | +515.9% | +304.5% | +288.5% |
| All | +820.4% | +520.8% | +299.5% | +288.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling