-25.7%
NOW vs CBOE
+179.0%
-204.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | -27.0% | +16.0% | -43.0% | -29.1% |
| 3M | -17.7% | +23.4% | -41.2% | -21.2% |
| 6M | +12.7% | +1.7% | +11.0% | +11.4% |
| YTD | -32.9% | +41.6% | -74.5% | -39.2% |
| 1Y | -40.4% | +38.5% | -78.9% | -45.6% |
| 3Y | -17.1% | +105.7% | -122.8% | -37.2% |
| 5Y | -25.7% | +185.4% | -211.1% | -56.8% |
| All | -25.7% | +179.0% | -204.7% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling