-47.3%
QS vs CBOE
+257.2%
-304.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.6% |
| 7D | -4.2% | -0.8% | -3.5% | -4.2% |
| 30D | -15.7% | +2.7% | -18.4% | -15.8% |
| 3M | -28.7% | +0.7% | -29.4% | -28.6% |
| 6M | -23.2% | -2.0% | -21.3% | -23.2% |
| YTD | -49.9% | +17.1% | -67.0% | -51.5% |
| 1Y | -38.8% | +26.5% | -65.3% | -41.6% |
| 3Y | -24.0% | +96.1% | -120.1% | -40.7% |
| 5Y | -75.6% | +149.3% | -224.9% | -83.8% |
| All | -47.3% | +257.2% | -304.4% | -69.1% |
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