-84.2%
OPEN vs CBOE
+146.7%
-230.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | -13.8% | +2.7% | -16.5% | -13.7% |
| 3M | -30.9% | +0.7% | -31.6% | -30.7% |
| 6M | -40.9% | -2.0% | -39.0% | -41.2% |
| YTD | -48.5% | +17.1% | -65.7% | -49.9% |
| 1Y | -50.9% | +26.5% | -77.4% | -52.6% |
| 3Y | -20.6% | +96.1% | -116.8% | -39.7% |
| 5Y | -84.2% | +149.3% | -233.5% | -91.3% |
| All | -84.2% | +146.7% | -230.9% | -91.3% |
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