+652.6%
P vs CBOE
+521.7%
+130.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.4% |
| 7D | -13.3% | +6.0% | -19.3% | -14.2% |
| 30D | -34.0% | +19.9% | -53.9% | -36.3% |
| 3M | +4.1% | +28.4% | -24.3% | -1.2% |
| 6M | +30.5% | +5.2% | +25.3% | +28.3% |
| YTD | +52.2% | +46.4% | +5.8% | +36.6% |
| 1Y | +10.3% | +41.8% | -31.5% | -0.2% |
| 3Y | +180.9% | +114.4% | +66.4% | +110.8% |
| 5Y | +259.7% | +202.9% | +56.8% | +126.8% |
| 10Y | +652.6% | +511.3% | +141.3% | +224.7% |
| All | +652.6% | +521.7% | +130.9% | +224.7% |
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