+92.0%
RF vs CBOE
+155.8%
-63.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.3% | -3.6% | +4.9% | +1.5% |
| 30D | -3.6% | +5.1% | -8.7% | -3.8% |
| 3M | +8.1% | +4.6% | +3.5% | +7.8% |
| 6M | +11.5% | -0.3% | +11.7% | +11.1% |
| YTD | +15.6% | +19.8% | -4.2% | +13.0% |
| 1Y | +15.7% | +28.4% | -12.7% | +12.2% |
| 3Y | +86.9% | +104.1% | -17.2% | +56.9% |
| All | +92.0% | +155.8% | -63.9% | +46.9% |
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