-8.0%
MSCI vs CBOE
+155.8%
-163.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +0.4% | -3.6% | +4.0% | +1.3% |
| 30D | +0.6% | +5.1% | -4.5% | -1.0% |
| 3M | -7.1% | +4.6% | -11.7% | -8.7% |
| 6M | +0.8% | -0.3% | +1.1% | -1.0% |
| YTD | +1.0% | +19.8% | -18.8% | -7.2% |
| 1Y | +4.3% | +28.4% | -24.0% | -6.6% |
| 3Y | +9.9% | +104.1% | -94.2% | -25.5% |
| All | -8.0% | +155.8% | -163.8% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling