+2.6%
NOW vs CBOE
+151.5%
-148.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.7% |
| 7D | -6.1% | -4.6% | -1.4% | -5.3% |
| 30D | +7.5% | +2.6% | +4.8% | +6.9% |
| 3M | +17.5% | +4.9% | +12.6% | +16.2% |
| 6M | +7.9% | -2.2% | +10.1% | +6.4% |
| YTD | -12.4% | +17.7% | -30.1% | -17.5% |
| 1Y | -28.6% | +26.1% | -54.6% | -33.9% |
| 3Y | +11.8% | +97.1% | -85.3% | -19.0% |
| 5Y | +2.6% | +149.2% | -146.5% | -39.0% |
| All | +2.6% | +151.5% | -148.9% | -39.0% |
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 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