+1,972.6%
NOW vs CBOE
+1,444.6%
+527.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -3.0% | +5.3% | -8.3% | -4.6% |
| 30D | -26.0% | +25.5% | -51.5% | -31.1% |
| 3M | -13.1% | +22.5% | -35.6% | -18.7% |
| 6M | +14.5% | +2.6% | +11.9% | +11.9% |
| YTD | -33.4% | +41.8% | -75.2% | -41.9% |
| 1Y | -40.6% | +40.9% | -81.5% | -48.1% |
| 3Y | -16.3% | +108.7% | -125.0% | -38.7% |
| 5Y | -26.3% | +181.4% | -207.7% | -52.8% |
| 10Y | +512.7% | +531.6% | -18.8% | +152.0% |
| All | +1,972.6% | +1,444.6% | +527.9% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling