+64.8%
PR vs CBOE
+526.1%
-461.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -12.4% | +1.0% | -13.4% | -12.6% |
| 30D | -6.6% | +16.0% | -22.5% | -9.6% |
| 3M | +7.5% | +23.4% | -15.9% | +2.3% |
| 6M | +10.8% | +1.7% | +9.1% | +9.3% |
| YTD | +57.0% | +41.6% | +15.4% | +43.5% |
| 1Y | +67.9% | +38.5% | +29.5% | +54.2% |
| 3Y | +87.6% | +105.7% | -18.2% | +51.4% |
| 5Y | +220.4% | +185.4% | +35.0% | +129.5% |
| 10Y | +64.8% | +504.1% | -439.3% | +27.9% |
| All | +64.8% | +526.1% | -461.3% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling