+26.4%
P vs CBOE
+29.2%
-2.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -3.6% | +10.2% | +5.7% |
| 30D | +18.8% | +5.1% | +13.8% | +20.4% |
| 3M | +26.7% | +4.6% | +22.1% | +27.5% |
| 6M | +62.2% | -0.3% | +62.4% | +62.3% |
| YTD | +48.5% | +19.8% | +28.7% | +60.0% |
| 1Y | +26.4% | +28.4% | -2.0% | +43.2% |
| All | +26.4% | +29.2% | -2.8% | +43.2% |
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 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