+1,749.6%
NDAQ vs CBOE
+1,045.3%
+704.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | -3.6% | +1.2% | -1.0% |
| 30D | +2.5% | +5.1% | -2.6% | +0.2% |
| 3M | +9.9% | +4.6% | +5.3% | +7.0% |
| 6M | +9.4% | -0.3% | +9.7% | +7.5% |
| YTD | +0.4% | +19.8% | -19.3% | -9.1% |
| 1Y | +4.0% | +28.4% | -24.3% | -8.9% |
| 3Y | +94.4% | +104.1% | -9.7% | +34.1% |
| 5Y | +56.7% | +150.9% | -94.2% | -3.0% |
| 10Y | +375.3% | +393.5% | -18.2% | +102.7% |
| All | +1,749.6% | +1,045.3% | +704.3% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling