+68.3%
T vs CBOE
+145.0%
-76.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.9% |
| 6M | -5.6% | +1.2% | -6.8% | -6.6% |
| YTD | +6.6% | +15.4% | -8.8% | +2.7% |
| 1Y | -8.4% | +23.5% | -31.9% | -12.8% |
| 3Y | +107.8% | +93.2% | +14.7% | +85.6% |
| 5Y | +68.3% | +142.0% | -73.7% | +43.5% |
| All | +68.3% | +145.0% | -76.7% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling