+508.2%
RF vs CBOE
+1,256.0%
-747.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -0.9% | +5.3% | -6.2% | -3.0% |
| 30D | +6.0% | +25.5% | -19.4% | -3.5% |
| 3M | -8.9% | +22.5% | -31.4% | -16.8% |
| 6M | +2.3% | +2.6% | -0.3% | -1.0% |
| YTD | +7.6% | +41.8% | -34.2% | -11.0% |
| 1Y | +21.2% | +40.9% | -19.7% | +0.5% |
| 3Y | +108.5% | +108.7% | -0.2% | +36.9% |
| 5Y | +43.2% | +181.4% | -138.2% | -21.4% |
| 10Y | +288.1% | +531.6% | -243.5% | +31.6% |
| All | +508.2% | +1,256.0% | -747.8% | +9.7% |
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