+10.3%
P vs CBOE
+43.6%
-33.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | +0.4% |
| 7D | -13.3% | +6.0% | -19.3% | -11.3% |
| 30D | -34.0% | +19.9% | -53.9% | -29.4% |
| 3M | +4.1% | +28.4% | -24.3% | +13.6% |
| 6M | +30.5% | +5.2% | +25.3% | +37.1% |
| YTD | +52.2% | +46.4% | +5.8% | +72.0% |
| 1Y | +10.3% | +41.8% | -31.5% | +27.6% |
| All | +10.3% | +43.6% | -33.3% | +27.6% |
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