+50.7%
O vs CBOE
+368.5%
-317.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -2.9% | -5.8% | +3.0% | -0.9% |
| 30D | -4.5% | -3.1% | -1.4% | -3.7% |
| 3M | -2.6% | -4.8% | +2.1% | -1.8% |
| 6M | -5.6% | -0.6% | -5.1% | -7.4% |
| YTD | +9.3% | +12.8% | -3.5% | +2.0% |
| 1Y | +4.3% | +19.8% | -15.5% | -5.0% |
| 3Y | +27.4% | +86.9% | -59.5% | -4.4% |
| 5Y | +17.1% | +136.5% | -119.5% | -21.7% |
| All | +50.7% | +368.5% | -317.8% | -8.0% |
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 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