+9.7%
O vs CBOE
+44.9%
-35.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -0.4% | +6.3% | -6.6% | -0.8% |
| 30D | +7.1% | +24.9% | -17.8% | +5.3% |
| 3M | -5.2% | +28.5% | -33.7% | -7.0% |
| 6M | -1.8% | +2.9% | -4.6% | -1.6% |
| YTD | +9.1% | +50.7% | -41.6% | +3.0% |
| 1Y | +9.7% | +45.5% | -35.8% | +4.7% |
| All | +9.7% | +44.9% | -35.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling