+1,112.1%
PSX vs CBOE
+1,252.1%
-140.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | -3.6% | +8.2% | +5.5% |
| 30D | +26.6% | +5.1% | +21.5% | +24.6% |
| 3M | +39.3% | +4.6% | +34.7% | +36.6% |
| 6M | +56.8% | -0.3% | +57.1% | +54.5% |
| YTD | +101.8% | +19.8% | +82.1% | +87.7% |
| 1Y | +99.6% | +28.4% | +71.2% | +81.3% |
| 3Y | +140.3% | +104.1% | +36.2% | +80.5% |
| 5Y | +339.3% | +150.9% | +188.4% | +199.8% |
| 10Y | +369.9% | +393.5% | -23.6% | +150.5% |
| All | +1,112.1% | +1,252.1% | -140.0% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling