+76.2%
O vs CBOE
+524.9%
-448.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | -0.4% | +6.3% | -6.6% | -2.4% |
| 30D | +7.1% | +24.9% | -17.8% | -0.8% |
| 3M | -5.2% | +28.5% | -33.7% | -13.5% |
| 6M | -1.8% | +2.9% | -4.6% | -3.8% |
| YTD | +9.1% | +50.7% | -41.6% | -8.3% |
| 1Y | +9.7% | +45.5% | -35.8% | -6.6% |
| 3Y | +39.1% | +116.3% | -77.2% | -0.6% |
| 5Y | +8.4% | +204.3% | -196.0% | -34.3% |
| All | +76.2% | +524.9% | -448.8% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling