+415.3%
PR vs CBOE
+149.4%
+265.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -3.6% | +6.5% | +3.4% |
| 30D | +18.0% | +5.1% | +13.0% | +17.1% |
| 3M | +16.9% | +4.6% | +12.3% | +15.7% |
| 6M | +28.2% | -0.3% | +28.5% | +27.4% |
| YTD | +69.3% | +19.8% | +49.6% | +64.3% |
| 1Y | +69.5% | +28.4% | +41.1% | +63.0% |
| 3Y | +81.7% | +104.1% | -22.4% | +43.4% |
| All | +415.3% | +149.4% | +265.8% | +266.4% |
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 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