-94.7%
OPEN vs CBOE
+201.6%
-296.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.1% | -9.4% | -9.5% |
| 7D | -31.0% | +4.5% | -35.5% | -30.9% |
| 30D | -41.5% | +26.2% | -67.7% | -41.1% |
| 3M | -64.6% | +27.1% | -91.7% | -64.3% |
| 6M | -73.8% | +4.2% | -78.0% | -73.2% |
| YTD | -78.8% | +48.0% | -126.9% | -79.2% |
| 1Y | -86.8% | +42.4% | -129.3% | -87.0% |
| 3Y | -40.6% | +116.8% | -157.5% | -49.4% |
| 5Y | -94.7% | +199.0% | -293.7% | -97.1% |
| All | -94.7% | +201.6% | -296.3% | -97.1% |
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 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