+521.5%
RF vs CBOE
+1,254.1%
-732.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -0.1% | +1.0% | -1.2% | -0.6% |
| 30D | +7.0% | +16.0% | -9.0% | +0.6% |
| 3M | -7.0% | +23.4% | -30.5% | -15.3% |
| 6M | +6.8% | +1.7% | +5.1% | +3.7% |
| YTD | +9.9% | +41.6% | -31.7% | -9.0% |
| 1Y | +21.1% | +38.5% | -17.4% | +1.2% |
| 3Y | +119.6% | +105.7% | +13.9% | +45.2% |
| 5Y | +46.2% | +185.4% | -139.2% | -20.4% |
| 10Y | +261.5% | +504.1% | -242.6% | +25.3% |
| All | +521.5% | +1,254.1% | -732.6% | +12.2% |
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 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