-11.0%
SHOP vs CBOE
+24.1%
-35.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.3% |
| 7D | -13.2% | -3.7% | -9.5% | -13.5% |
| 30D | -17.0% | +2.0% | -19.0% | -16.8% |
| 3M | +17.0% | -4.2% | +21.3% | +16.0% |
| 6M | -2.1% | +1.2% | -3.3% | -4.9% |
| YTD | -21.4% | +15.4% | -36.7% | -21.0% |
| 1Y | -11.0% | +23.5% | -34.5% | -6.4% |
| All | -11.0% | +24.1% | -35.0% | -6.4% |
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