-0.3%
SPOT vs CBOE
+39.5%
-39.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +16.6% | +7.7% | +8.8% | +15.9% |
| 30D | +29.9% | +24.4% | +5.5% | +29.4% |
| 3M | +31.3% | +20.0% | +11.2% | +30.5% |
| 6M | +43.2% | +2.4% | +40.9% | +39.7% |
| YTD | +8.1% | +38.5% | -30.5% | +8.7% |
| 1Y | -0.3% | +39.0% | -39.3% | -0.1% |
| All | -0.3% | +39.5% | -39.8% | -0.1% |
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