+553.5%
RF vs CBOE
+1,045.3%
-491.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.3% | -3.6% | +4.9% | +2.7% |
| 30D | -3.6% | +5.1% | -8.7% | -5.8% |
| 3M | +8.1% | +4.6% | +3.5% | +4.7% |
| 6M | +11.5% | -0.3% | +11.7% | +8.3% |
| YTD | +15.6% | +19.8% | -4.2% | +3.0% |
| 1Y | +15.7% | +28.4% | -12.7% | -0.5% |
| 3Y | +86.9% | +104.1% | -17.2% | +21.9% |
| 5Y | +89.8% | +150.9% | -61.1% | +8.6% |
| 10Y | +344.7% | +393.5% | -48.8% | +68.8% |
| All | +553.5% | +1,045.3% | -491.8% | +26.9% |
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 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