+365.6%
NDAQ vs CBOE
+379.3%
-13.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -6.8% | -3.7% | -3.1% | -5.4% |
| 30D | -3.2% | +2.0% | -5.1% | -4.0% |
| 3M | +6.5% | -4.2% | +10.7% | +7.5% |
| 6M | +5.7% | +1.2% | +4.6% | +3.4% |
| YTD | -4.6% | +15.4% | -20.0% | -11.9% |
| 1Y | -1.6% | +23.5% | -25.1% | -11.7% |
| 3Y | +86.4% | +93.2% | -6.7% | +33.8% |
| 5Y | +50.3% | +142.0% | -91.6% | -3.9% |
| All | +365.6% | +379.3% | -13.6% | +117.4% |
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