+87.1%
PR vs CBOE
+385.3%
-298.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -0.6% | -4.6% | +4.1% | +0.4% |
| 30D | +17.4% | +2.6% | +14.7% | +16.5% |
| 3M | +21.8% | +4.9% | +16.8% | +19.9% |
| 6M | +27.6% | -2.2% | +29.8% | +27.0% |
| YTD | +71.4% | +17.7% | +53.7% | +63.6% |
| 1Y | +78.3% | +26.1% | +52.2% | +67.4% |
| 3Y | +85.5% | +97.1% | -11.6% | +49.3% |
| 5Y | +422.7% | +149.2% | +273.5% | +287.4% |
| 10Y | +87.1% | +385.1% | -297.9% | +31.4% |
| All | +87.1% | +385.3% | -298.2% | +31.4% |
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