-29.4%
NOW vs CBOE
+20.5%
-49.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.1% |
| 7D | -6.2% | -5.8% | -0.4% | -5.9% |
| 30D | +6.1% | -3.1% | +9.2% | +6.2% |
| 3M | +28.6% | -4.8% | +33.3% | +28.1% |
| 6M | +14.6% | -0.6% | +15.2% | +7.5% |
| YTD | -13.5% | +12.8% | -26.3% | -20.1% |
| 1Y | -29.4% | +19.8% | -49.1% | -34.3% |
| All | -29.4% | +20.5% | -49.9% | -34.3% |
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