-78.2%
SE vs CBOE
+201.6%
-279.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | +4.5% | -5.9% | -2.1% |
| 30D | -22.3% | +26.2% | -48.5% | -25.4% |
| 3M | -41.8% | +27.1% | -69.0% | -44.3% |
| 6M | -22.4% | +4.2% | -26.6% | -22.6% |
| YTD | -41.6% | +48.0% | -89.6% | -48.1% |
| 1Y | -48.0% | +42.4% | -90.5% | -53.2% |
| 3Y | +63.9% | +116.8% | -53.0% | +12.2% |
| 5Y | -78.2% | +199.0% | -277.2% | -90.2% |
| All | -78.2% | +201.6% | -279.8% | -90.2% |
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 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