-0.4%
PL vs CBOE
+39.5%
-39.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.3% |
| 7D | -11.7% | +7.7% | -19.5% | -11.2% |
| 30D | -27.1% | +24.4% | -51.5% | -26.7% |
| 3M | -44.6% | +20.0% | -64.6% | -44.2% |
| 6M | -67.2% | +2.4% | -69.5% | -64.4% |
| YTD | -35.9% | +38.5% | -74.4% | -40.8% |
| 1Y | -0.4% | +39.0% | -39.3% | -9.2% |
| All | -0.4% | +39.5% | -39.9% | -9.2% |
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