+256.3%
P vs CBOE
+179.0%
+77.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -9.6% | +1.0% | -10.6% | -9.3% |
| 30D | -33.4% | +16.0% | -49.4% | -31.5% |
| 3M | +14.2% | +23.4% | -9.2% | +18.6% |
| 6M | +31.6% | +1.7% | +29.9% | +34.7% |
| YTD | +53.5% | +41.6% | +11.9% | +60.8% |
| 1Y | +14.2% | +38.5% | -24.3% | +19.5% |
| 3Y | +190.5% | +105.7% | +84.8% | +182.2% |
| 5Y | +256.3% | +185.4% | +70.9% | +181.3% |
| All | +256.3% | +179.0% | +77.3% | +181.3% |
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