+790.9%
NOW vs CBOE
+385.3%
+405.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | +2.9% | +2.7% | +0.2% | +2.0% |
| 3M | +22.6% | +0.7% | +21.9% | +21.8% |
| 6M | +7.5% | -2.0% | +9.5% | +6.3% |
| YTD | -14.4% | +17.1% | -31.6% | -19.7% |
| 1Y | -29.8% | +26.5% | -56.3% | -35.6% |
| 3Y | +9.2% | +96.1% | -86.9% | -15.9% |
| 5Y | +0.8% | +149.3% | -148.5% | -29.5% |
| 10Y | +790.9% | +386.5% | +404.4% | +447.1% |
| All | +790.9% | +385.3% | +405.6% | +447.1% |
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