+31.0%
PL vs CBOE
+202.6%
-171.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | +10.0% | +6.3% | +3.8% | +9.9% |
| 30D | -2.3% | +24.9% | -27.2% | -3.3% |
| 3M | -44.2% | +28.5% | -72.7% | -44.9% |
| 6M | -66.1% | +2.9% | -69.0% | -65.3% |
| YTD | -30.0% | +50.7% | -80.6% | -31.9% |
| 1Y | +21.0% | +45.5% | -24.4% | +18.2% |
| 3Y | +516.5% | +116.3% | +400.2% | +424.4% |
| All | +31.0% | +202.6% | -171.6% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling