+106.1%
T vs CBOE
+93.5%
+12.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -2.4% | -3.7% | +1.2% | -1.9% |
| 30D | +4.3% | +2.0% | +2.3% | +3.9% |
| 3M | +11.6% | -4.2% | +15.8% | +12.0% |
| 6M | -5.6% | +1.2% | -6.8% | -6.9% |
| YTD | +6.6% | +15.4% | -8.8% | +1.8% |
| 1Y | -8.4% | +23.5% | -31.9% | -14.0% |
| All | +106.1% | +93.5% | +12.7% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling