+140.2%
NI vs CBOE
+368.5%
-228.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | 0.0% | -5.8% | +5.9% | +1.5% |
| 30D | -1.4% | -3.1% | +1.8% | -0.8% |
| 3M | -10.6% | -4.8% | -5.8% | -10.1% |
| 6M | -9.3% | -0.6% | -8.8% | -10.6% |
| YTD | +1.1% | +12.8% | -11.7% | -4.0% |
| 1Y | +3.4% | +19.8% | -16.4% | -3.6% |
| 3Y | +67.9% | +86.9% | -19.1% | +35.6% |
| 5Y | +98.0% | +136.5% | -38.6% | +46.7% |
| All | +140.2% | +368.5% | -228.3% | +68.2% |
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