+268.9%
P vs CBOE
+146.7%
+122.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.1% |
| 7D | +5.0% | -0.8% | +5.8% | +4.9% |
| 30D | -0.9% | +2.7% | -3.6% | -0.6% |
| 3M | +38.7% | +0.7% | +37.9% | +38.8% |
| 6M | +54.4% | -2.0% | +56.4% | +54.4% |
| YTD | +44.8% | +17.1% | +27.7% | +46.6% |
| 1Y | +22.5% | +26.5% | -4.0% | +24.5% |
| 3Y | +148.2% | +96.1% | +52.1% | +117.3% |
| 5Y | +268.9% | +149.3% | +119.6% | +180.7% |
| All | +268.9% | +146.7% | +122.2% | +180.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling