+485.4%
P vs CBOE
+417.8%
+67.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -3.6% | +10.2% | +7.3% |
| 30D | +18.8% | +5.1% | +13.8% | +17.6% |
| 3M | +26.7% | +4.6% | +22.1% | +24.6% |
| 6M | +62.2% | -0.3% | +62.4% | +59.8% |
| YTD | +48.5% | +19.8% | +28.7% | +39.3% |
| 1Y | +26.4% | +28.4% | -2.0% | +16.1% |
| 3Y | +159.4% | +104.1% | +55.3% | +92.5% |
| 5Y | +275.8% | +150.9% | +124.9% | +152.1% |
| 10Y | +732.0% | +393.5% | +338.5% | +355.8% |
| All | +485.4% | +417.8% | +67.5% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling