+112.5%
NET vs CBOE
+149.4%
-37.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -7.0% | -3.6% | -3.4% | -6.5% |
| 30D | -4.8% | +5.1% | -9.9% | -5.5% |
| 3M | +3.8% | +4.6% | -0.8% | +2.5% |
| 6M | +50.0% | -0.3% | +50.3% | +46.2% |
| YTD | +41.5% | +19.8% | +21.7% | +28.8% |
| 1Y | +32.8% | +28.4% | +4.5% | +17.7% |
| 3Y | +335.9% | +104.1% | +231.8% | +155.7% |
| All | +112.5% | +149.4% | -37.0% | -8.3% |
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