+1,988.6%
NOW vs CBOE
+1,514.2%
+474.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.8% |
| 7D | -5.6% | +6.9% | -12.5% | -7.6% |
| 30D | -26.8% | +24.1% | -50.9% | -31.5% |
| 3M | -19.4% | +30.9% | -50.4% | -26.2% |
| 6M | +12.3% | +5.9% | +6.5% | +8.8% |
| YTD | -32.9% | +48.2% | -81.1% | -42.3% |
| 1Y | -40.3% | +43.5% | -83.8% | -48.1% |
| 3Y | -19.1% | +117.0% | -136.1% | -41.4% |
| 5Y | -24.4% | +203.4% | -227.7% | -52.7% |
| 10Y | +521.8% | +515.9% | +5.9% | +161.9% |
| All | +1,988.6% | +1,514.2% | +474.4% | +420.1% |
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