-66.9%
SE vs CBOE
+145.0%
-211.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -4.8% | -3.7% | -1.1% | -4.1% |
| 30D | -18.1% | +2.0% | -20.1% | -18.5% |
| 3M | +30.6% | -4.2% | +34.9% | +31.2% |
| 6M | +20.8% | +1.2% | +19.6% | +18.1% |
| YTD | -15.6% | +15.4% | -31.0% | -21.4% |
| 1Y | -44.2% | +23.5% | -67.7% | -49.5% |
| 3Y | +181.5% | +93.2% | +88.4% | +81.0% |
| 5Y | -66.9% | +142.0% | -208.9% | -83.8% |
| All | -66.9% | +145.0% | -211.9% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling