+45.2%
PL vs CBOE
+263.3%
-218.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.1% | +14.6% | +14.5% |
| 7D | +10.9% | +1.0% | +9.9% | +10.8% |
| 30D | -16.4% | +16.0% | -32.3% | -17.0% |
| 3M | -39.9% | +23.4% | -63.4% | -40.7% |
| 6M | -63.2% | +1.7% | -64.9% | -62.6% |
| YTD | -27.1% | +41.6% | -68.7% | -28.9% |
| 1Y | +12.2% | +38.5% | -26.3% | +9.7% |
| 3Y | +584.3% | +105.7% | +478.5% | +492.8% |
| 5Y | +37.0% | +185.4% | -148.4% | -6.5% |
| All | +45.2% | +263.3% | -218.1% | -1.3% |
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 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