+631.0%
MSCI vs CBOE
+385.3%
+245.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -1.2% | +2.7% | -3.9% | -2.3% |
| 3M | -8.4% | +0.7% | -9.1% | -9.4% |
| 6M | -1.0% | -2.0% | +0.9% | -2.5% |
| YTD | -2.3% | +17.1% | -19.4% | -10.6% |
| 1Y | -1.2% | +26.5% | -27.7% | -12.5% |
| 3Y | +7.9% | +96.1% | -88.2% | -23.9% |
| 5Y | -10.1% | +149.3% | -159.4% | -43.9% |
| 10Y | +631.0% | +386.5% | +244.5% | +247.8% |
| All | +631.0% | +385.3% | +245.6% | +247.8% |
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