+7.3%
MSCI vs CBOE
+95.4%
-88.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.6% |
| 7D | -2.1% | -4.6% | +2.6% | -1.8% |
| 30D | -1.7% | +2.6% | -4.4% | -2.0% |
| 3M | -8.2% | +4.9% | -13.2% | -8.7% |
| 6M | -2.4% | -2.2% | -0.3% | -3.3% |
| YTD | -2.8% | +17.7% | -20.5% | -4.7% |
| 1Y | -2.7% | +26.1% | -28.7% | -4.9% |
| 3Y | +7.3% | +97.1% | -89.8% | -3.1% |
| All | +7.3% | +95.4% | -88.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling