-42.5%
NOW vs CBOE
+43.6%
-86.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.4% | -6.5% | -3.5% |
| 7D | -8.7% | +6.0% | -14.7% | -9.4% |
| 30D | -29.3% | +19.9% | -49.2% | -30.9% |
| 3M | -21.8% | +28.4% | -50.2% | -24.2% |
| 6M | +9.2% | +5.2% | +4.1% | +5.9% |
| YTD | -35.0% | +46.4% | -81.4% | -45.7% |
| 1Y | -42.5% | +41.8% | -84.3% | -52.0% |
| All | -42.5% | +43.6% | -86.1% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling