-48.8%
SE vs CBOE
+39.5%
-88.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.5% |
| 7D | +6.7% | +7.7% | -1.1% | +7.7% |
| 30D | -17.2% | +24.4% | -41.6% | -15.2% |
| 3M | -28.0% | +20.0% | -48.1% | -26.4% |
| 6M | -6.1% | +2.4% | -8.5% | -6.7% |
| YTD | -37.1% | +38.5% | -75.7% | -37.2% |
| 1Y | -48.8% | +39.0% | -87.7% | -49.0% |
| All | -48.8% | +39.5% | -88.3% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling