+44.8%
PL vs CBOE
+280.2%
-235.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +13.4% | +6.9% | +6.4% | +13.1% |
| 30D | -10.2% | +24.1% | -34.3% | -11.1% |
| 3M | -39.5% | +30.9% | -70.4% | -40.4% |
| 6M | -65.7% | +5.9% | -71.6% | -65.2% |
| YTD | -27.3% | +48.2% | -75.5% | -29.1% |
| 1Y | +15.0% | +43.5% | -28.5% | +12.4% |
| 3Y | +560.8% | +117.0% | +443.8% | +469.7% |
| 5Y | +38.4% | +203.4% | -164.9% | -5.7% |
| All | +44.8% | +280.2% | -235.3% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling