+514.0%
NOW vs CBOE
+524.9%
-11.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | +0.3% | +6.3% | -6.0% | -1.3% |
| 30D | -27.0% | +24.9% | -51.9% | -31.0% |
| 3M | -19.6% | +28.5% | -48.1% | -24.9% |
| 6M | +17.5% | +2.9% | +14.6% | +15.5% |
| YTD | -33.3% | +50.7% | -83.9% | -41.4% |
| 1Y | -39.8% | +45.5% | -85.3% | -46.7% |
| 3Y | -19.9% | +116.3% | -136.3% | -39.1% |
| 5Y | -26.1% | +204.3% | -230.4% | -51.2% |
| All | +514.0% | +524.9% | -11.0% | +225.9% |
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