+1,083.9%
NI vs CBOE
+1,020.3%
+63.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +1.3% | -0.8% | +2.0% | +1.4% |
| 30D | -0.3% | +2.7% | -3.0% | -1.0% |
| 3M | -9.5% | +0.7% | -10.2% | -10.2% |
| 6M | -10.2% | -2.0% | -8.3% | -11.0% |
| YTD | +1.8% | +17.1% | -15.4% | -3.5% |
| 1Y | +5.7% | +26.5% | -20.8% | -1.8% |
| 3Y | +69.6% | +96.1% | -26.5% | +39.6% |
| 5Y | +95.8% | +149.3% | -53.5% | +49.8% |
| 10Y | +145.1% | +386.5% | -241.4% | +58.4% |
| All | +1,083.9% | +1,020.3% | +63.6% | +490.6% |
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 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