-46.2%
SE vs CBOE
+44.9%
-91.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +1.4% |
| 7D | -0.5% | +6.3% | -6.8% | +0.3% |
| 30D | -20.9% | +24.9% | -45.9% | -18.7% |
| 3M | -38.9% | +28.5% | -67.3% | -37.0% |
| 6M | -19.4% | +2.9% | -22.3% | -19.9% |
| YTD | -40.9% | +50.7% | -91.6% | -40.1% |
| 1Y | -46.2% | +45.5% | -91.7% | -43.9% |
| All | -46.2% | +44.9% | -91.1% | -43.9% |
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 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