+19.6%
P vs CBOE
+26.0%
-6.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.1% |
| 7D | +5.0% | -0.8% | +5.8% | +4.8% |
| 30D | -0.9% | +2.7% | -3.6% | -0.1% |
| 3M | +38.7% | +0.7% | +37.9% | +38.3% |
| 6M | +54.4% | -2.0% | +56.4% | +54.2% |
| YTD | +44.8% | +17.1% | +27.7% | +55.9% |
| All | +19.6% | +26.0% | -6.4% | +36.5% |
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