-74.1%
OPEN vs CBOE
+210.7%
-284.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.7% |
| 7D | -10.5% | -3.7% | -6.9% | -10.7% |
| 30D | -21.8% | +2.0% | -23.8% | -21.7% |
| 3M | -37.5% | -4.2% | -33.3% | -37.3% |
| 6M | -44.1% | +1.2% | -45.3% | -44.3% |
| YTD | -52.0% | +15.4% | -67.4% | -52.4% |
| 1Y | -52.2% | +23.5% | -75.7% | -52.7% |
| 3Y | -25.9% | +93.2% | -119.1% | -33.6% |
| 5Y | -85.1% | +142.0% | -227.0% | -88.2% |
| All | -74.1% | +210.7% | -284.8% | -78.0% |
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