+97.2%
NI vs CBOE
+136.7%
-39.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | 0.0% | -5.8% | +5.9% | +0.9% |
| 30D | -1.4% | -3.1% | +1.8% | -1.0% |
| 3M | -10.6% | -4.8% | -5.8% | -10.2% |
| 6M | -9.3% | -0.6% | -8.8% | -10.2% |
| YTD | +1.1% | +12.8% | -11.7% | -2.3% |
| 1Y | +3.4% | +19.8% | -16.4% | -1.4% |
| 3Y | +67.9% | +86.9% | -19.1% | +45.7% |
| All | +97.2% | +136.7% | -39.5% | +57.6% |
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