+52.5%
NDAQ vs CBOE
+146.7%
-94.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -1.5% | +2.7% | -4.2% | -2.3% |
| 3M | +8.0% | +0.7% | +7.3% | +7.1% |
| 6M | +7.7% | -2.0% | +9.7% | +6.6% |
| YTD | -2.3% | +17.1% | -19.5% | -8.7% |
| 1Y | +0.6% | +26.5% | -25.9% | -8.5% |
| 3Y | +90.9% | +96.1% | -5.2% | +40.8% |
| 5Y | +52.5% | +149.3% | -96.8% | -1.4% |
| All | +52.5% | +146.7% | -94.2% | -1.4% |
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 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