+70.3%
T vs CBOE
+368.5%
-298.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.4% |
| 7D | +1.5% | -5.8% | +7.3% | +2.7% |
| 30D | +7.5% | -3.1% | +10.6% | +8.0% |
| 3M | +14.8% | -4.8% | +19.6% | +15.5% |
| 6M | -1.7% | -0.6% | -1.2% | -2.8% |
| YTD | +8.7% | +12.8% | -4.1% | +4.4% |
| 1Y | -7.5% | +19.8% | -27.2% | -12.4% |
| 3Y | +110.2% | +86.9% | +23.3% | +79.2% |
| 5Y | +71.6% | +136.5% | -64.9% | +37.2% |
| All | +70.3% | +368.5% | -298.3% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling