+834.9%
MSCI vs CBOE
+514.1%
+320.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.7% | +4.5% | -5.2% | -2.2% |
| 30D | +16.2% | +26.2% | -10.1% | +6.6% |
| 3M | +16.1% | +27.1% | -11.0% | +5.8% |
| 6M | +12.9% | +4.2% | +8.7% | +9.6% |
| YTD | +14.8% | +48.0% | -33.2% | -4.0% |
| 1Y | +13.8% | +42.4% | -28.7% | -3.4% |
| 3Y | +31.2% | +116.8% | -85.6% | -9.8% |
| 5Y | +5.6% | +199.0% | -193.5% | -38.6% |
| All | +834.9% | +514.1% | +320.9% | +289.0% |
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