+267.7%
PR vs CBOE
+202.6%
+65.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +1.0% |
| 7D | +6.0% | +6.3% | -0.3% | +5.3% |
| 30D | -4.2% | +24.9% | -29.1% | -6.6% |
| 3M | +10.0% | +28.5% | -18.5% | +6.6% |
| 6M | +15.6% | +2.9% | +12.7% | +14.4% |
| YTD | +68.2% | +50.7% | +17.5% | +59.5% |
| 1Y | +79.2% | +45.5% | +33.7% | +70.6% |
| 3Y | +94.9% | +116.3% | -21.4% | +66.7% |
| All | +267.7% | +202.6% | +65.0% | +164.7% |
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