-17.7%
NOW vs CBOE
+108.1%
-125.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -3.0% | +5.3% | -8.3% | -3.0% |
| 30D | -26.0% | +25.5% | -51.5% | -25.7% |
| 3M | -13.1% | +22.5% | -35.6% | -12.8% |
| 6M | +14.5% | +2.6% | +11.9% | +12.4% |
| YTD | -33.4% | +41.8% | -75.2% | -32.3% |
| 1Y | -40.6% | +40.9% | -81.5% | -39.7% |
| All | -17.7% | +108.1% | -125.8% | -13.2% |
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