-13.6%
SKDD vs CBOE
+26.1%
-39.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.0% |
| 7D | +28.7% | +7.7% | +20.9% | +16.3% |
| 30D | +54.1% | +24.4% | +29.6% | +17.7% |
| 3M | -22.7% | +20.0% | -42.7% | -39.2% |
| All | -13.6% | +26.1% | -39.7% | -38.6% |
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 · Available span rolling