-40.3%
QS vs CBOE
+20.5%
-60.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +1.3% |
| 7D | -3.6% | -5.8% | +2.2% | -5.2% |
| 30D | -17.2% | -3.1% | -14.1% | -17.7% |
| 3M | -27.0% | -4.8% | -22.2% | -25.8% |
| 6M | -24.6% | -0.6% | -24.0% | -22.0% |
| YTD | -49.3% | +12.8% | -62.1% | -47.9% |
| 1Y | -40.3% | +19.8% | -60.1% | -30.2% |
| All | -40.3% | +20.5% | -60.8% | -30.2% |
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