+32.6%
NET vs CBOE
+174.8%
-142.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.6% |
| 7D | -16.4% | +7.7% | -24.1% | -17.1% |
| 30D | -25.8% | +24.4% | -50.3% | -28.0% |
| 3M | -11.5% | +20.0% | -31.6% | -13.7% |
| 6M | +18.9% | +2.4% | +16.6% | +18.1% |
| YTD | +35.2% | +38.5% | -3.3% | +20.8% |
| 1Y | +14.5% | +39.0% | -24.5% | +2.2% |
| 3Y | +313.8% | +109.5% | +204.3% | +167.6% |
| 5Y | +32.6% | +176.5% | -144.0% | -41.8% |
| All | +32.6% | +174.8% | -142.2% | -41.8% |
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 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