+313.6%
O vs CBOE
+1,025.9%
-712.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -0.6% | -4.6% | +4.1% | +0.9% |
| 30D | -2.0% | +2.6% | -4.6% | -2.9% |
| 3M | +3.0% | +4.9% | -1.9% | +0.6% |
| 6M | -3.6% | -2.2% | -1.5% | -4.6% |
| YTD | +12.1% | +17.7% | -5.7% | +4.2% |
| 1Y | +8.9% | +26.1% | -17.2% | -1.3% |
| 3Y | +30.3% | +97.1% | -66.8% | 0.0% |
| 5Y | +13.7% | +149.2% | -135.5% | -20.7% |
| 10Y | +50.3% | +385.1% | -334.8% | -16.4% |
| All | +313.6% | +1,025.9% | -712.3% | +64.1% |
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