+44.1%
PL vs CBOE
+275.7%
-231.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -0.8% |
| 7D | +5.6% | +6.0% | -0.3% | +5.5% |
| 30D | -16.9% | +19.9% | -36.9% | -17.6% |
| 3M | -38.2% | +28.4% | -66.6% | -39.1% |
| 6M | -63.4% | +5.2% | -68.6% | -62.9% |
| YTD | -27.6% | +46.4% | -74.0% | -29.4% |
| 1Y | +6.6% | +41.8% | -35.2% | +4.2% |
| 3Y | +557.6% | +114.4% | +443.2% | +467.1% |
| 5Y | +39.5% | +202.9% | -163.4% | -5.0% |
| All | +44.1% | +275.7% | -231.5% | -2.0% |
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