+0.4%
SHOP vs CBOE
-2.7%
+3.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -7.6% |
| 7D | -4.1% | -4.6% | +0.6% | -4.2% |
| 30D | -11.5% | +2.6% | -14.2% | -11.4% |
| 3M | +21.1% | +4.9% | +16.1% | +20.5% |
| All | +0.4% | -2.7% | +3.2% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling