+17.2%
O vs CBOE
+145.0%
-127.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -3.5% | -3.7% | +0.2% | -2.8% |
| 30D | -3.3% | +2.0% | -5.3% | -3.8% |
| 3M | -2.8% | -4.2% | +1.4% | -2.3% |
| 6M | -5.8% | +1.2% | -6.9% | -7.1% |
| YTD | +9.4% | +15.4% | -6.0% | +4.0% |
| 1Y | +5.7% | +23.5% | -17.8% | -1.4% |
| 3Y | +27.2% | +93.2% | -65.9% | +4.0% |
| 5Y | +17.2% | +142.0% | -124.8% | -12.5% |
| All | +17.2% | +145.0% | -127.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling