-39.2%
OPEN vs CBOE
+115.8%
-155.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.1% | -9.4% | -9.6% |
| 7D | -31.0% | +4.5% | -35.5% | -29.9% |
| 30D | -41.5% | +26.2% | -67.7% | -36.4% |
| 3M | -64.6% | +27.1% | -91.7% | -61.3% |
| 6M | -73.8% | +4.2% | -78.0% | -72.8% |
| YTD | -78.8% | +48.0% | -126.9% | -74.7% |
| 1Y | -86.8% | +42.4% | -129.3% | -84.5% |
| All | -39.2% | +115.8% | -155.0% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling