-75.5%
QS vs CBOE
+142.1%
-217.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -5.0% | -3.7% | -1.3% | -4.9% |
| 30D | -18.3% | +2.0% | -20.3% | -18.3% |
| 3M | -26.0% | -4.2% | -21.8% | -25.4% |
| 6M | -24.0% | +1.2% | -25.2% | -24.3% |
| YTD | -50.3% | +15.4% | -65.7% | -51.7% |
| 1Y | -38.0% | +23.5% | -61.5% | -40.5% |
| 3Y | -24.6% | +93.2% | -117.8% | -45.5% |
| All | -75.5% | +142.1% | -217.6% | -86.9% |
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