+32.3%
MSCI vs CBOE
+107.8%
-75.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.5% | +1.0% | +0.4% | +1.4% |
| 30D | +14.4% | +16.0% | -1.6% | +12.9% |
| 3M | +15.2% | +23.4% | -8.2% | +13.0% |
| 6M | +11.2% | +1.7% | +9.5% | +9.5% |
| YTD | +13.9% | +41.6% | -27.7% | +10.1% |
| 1Y | +12.5% | +38.5% | -26.0% | +8.8% |
| 3Y | +32.3% | +105.7% | -73.5% | +29.2% |
| All | +32.3% | +107.8% | -75.5% | +29.2% |
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