+31.1%
P vs CBOE
+42.4%
-11.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +17.8% | +4.5% | +13.3% | +19.8% |
| 30D | -29.9% | +26.2% | -56.1% | -24.0% |
| 3M | -1.2% | +27.1% | -28.3% | +7.9% |
| 6M | +32.1% | +4.2% | +27.9% | +38.9% |
| YTD | +64.3% | +48.0% | +16.3% | +88.7% |
| All | +31.1% | +42.4% | -11.2% | +50.5% |
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