+7.3%
PL vs CBOE
+38.8%
-31.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.1% | +14.6% | +14.5% |
| 7D | +10.9% | +1.0% | +9.9% | +11.0% |
| 30D | -16.4% | +16.0% | -32.3% | -15.6% |
| 3M | -39.9% | +23.4% | -63.4% | -39.3% |
| 6M | -63.2% | +1.7% | -64.9% | -59.7% |
| YTD | -27.1% | +41.6% | -68.7% | -32.3% |
| All | +7.3% | +38.8% | -31.5% | -0.1% |
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