-47.1%
OPEN vs CBOE
+29.2%
-76.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.3% | -3.6% | -0.6% | -4.9% |
| 30D | -16.2% | +5.1% | -21.3% | -15.2% |
| 3M | -36.4% | +4.6% | -41.0% | -35.1% |
| 6M | -35.5% | -0.3% | -35.2% | -36.0% |
| YTD | -46.0% | +19.8% | -65.7% | -51.7% |
| 1Y | -47.1% | +28.4% | -75.5% | -55.7% |
| All | -47.1% | +29.2% | -76.3% | -55.7% |
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