-6.3%
PL vs CBOE
+39.0%
-45.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.4% |
| 7D | -6.8% | +5.3% | -12.1% | -6.4% |
| 30D | -29.3% | +25.5% | -54.8% | -28.6% |
| 3M | -44.8% | +22.5% | -67.3% | -44.1% |
| 6M | -68.4% | +2.6% | -71.0% | -65.5% |
| YTD | -36.4% | +41.8% | -78.1% | -40.9% |
| All | -6.3% | +39.0% | -45.3% | -12.7% |
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