+69.5%
PR vs CBOE
+29.2%
+40.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -3.6% | +6.5% | +3.5% |
| 30D | +18.0% | +5.1% | +13.0% | +16.9% |
| 3M | +16.9% | +4.6% | +12.3% | +15.3% |
| 6M | +28.2% | -0.3% | +28.5% | +27.0% |
| YTD | +69.3% | +19.8% | +49.6% | +64.3% |
| 1Y | +69.5% | +28.4% | +41.1% | +60.3% |
| All | +69.5% | +29.2% | +40.3% | +60.3% |
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