+68.3%
PR vs CBOE
+38.8%
+29.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -12.4% | +1.0% | -13.4% | -12.5% |
| 30D | -6.6% | +16.0% | -22.5% | -8.3% |
| 3M | +7.5% | +23.4% | -15.9% | +4.2% |
| 6M | +10.8% | +1.7% | +9.1% | +9.6% |
| YTD | +57.0% | +41.6% | +15.4% | +51.0% |
| All | +68.3% | +38.8% | +29.5% | +60.9% |
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 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