+17.9%
NOW vs CBOE
+103.4%
-85.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | -2.4% | -3.6% | +1.2% | -2.6% |
| 30D | +20.5% | +5.1% | +15.4% | +20.9% |
| 3M | +18.3% | +4.6% | +13.7% | +18.6% |
| 6M | +24.1% | -0.3% | +24.3% | +22.4% |
| YTD | -7.8% | +19.8% | -27.5% | -6.7% |
| 1Y | -21.4% | +28.4% | -49.8% | -19.5% |
| All | +17.9% | +103.4% | -85.5% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling