+180.5%
PL vs CBOE
+29.2%
+151.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -9.3% | -3.6% | -5.7% | -8.9% |
| 30D | -18.9% | +5.1% | -24.0% | -19.5% |
| 3M | -58.4% | +4.6% | -63.0% | -58.1% |
| 6M | -30.3% | -0.3% | -30.0% | -26.9% |
| YTD | -8.1% | +19.8% | -27.9% | -19.7% |
| 1Y | +180.5% | +28.4% | +152.1% | +126.4% |
| All | +180.5% | +29.2% | +151.3% | +126.4% |
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