+634.6%
P vs CBOE
+524.9%
+109.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.2% |
| 7D | +11.6% | +6.3% | +5.3% | +10.6% |
| 30D | -23.7% | +24.9% | -48.6% | -26.8% |
| 3M | -8.0% | +28.5% | -36.4% | -12.5% |
| 6M | +27.9% | +2.9% | +25.0% | +26.8% |
| YTD | +61.2% | +50.7% | +10.5% | +44.1% |
| 1Y | +28.6% | +45.5% | -16.9% | +16.0% |
| 3Y | +200.5% | +116.3% | +84.1% | +126.8% |
| 5Y | +282.9% | +204.3% | +78.6% | +143.4% |
| All | +634.6% | +524.9% | +109.7% | +227.1% |
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 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