+133.3%
PSX vs CBOE
+93.5%
+39.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +1.5% | -3.7% | +5.2% | +1.3% |
| 30D | +15.8% | +2.0% | +13.9% | +15.9% |
| 3M | +43.0% | -4.2% | +47.3% | +42.5% |
| 6M | +61.1% | +1.2% | +59.9% | +62.1% |
| YTD | +104.5% | +15.4% | +89.1% | +108.8% |
| 1Y | +102.5% | +23.5% | +79.0% | +108.8% |
| All | +133.3% | +93.5% | +39.8% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling