+15.0%
PL vs CBOE
+42.0%
-27.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.6% |
| 7D | +13.4% | +6.9% | +6.4% | +14.2% |
| 30D | -10.2% | +24.1% | -34.3% | -8.9% |
| 3M | -39.5% | +30.9% | -70.4% | -38.6% |
| 6M | -65.7% | +5.9% | -71.6% | -62.3% |
| YTD | -27.3% | +48.2% | -75.5% | -32.0% |
| 1Y | +15.0% | +43.5% | -28.5% | +7.9% |
| All | +15.0% | +42.0% | -27.0% | +7.9% |
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