+265.8%
T vs CBOE
+1,341.0%
-1,075.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | +2.5% | +6.3% | -3.7% | +1.4% |
| 30D | -3.8% | +24.9% | -28.7% | -7.7% |
| 3M | -8.7% | +28.5% | -37.2% | -13.2% |
| 6M | -8.1% | +2.9% | -11.0% | -9.3% |
| YTD | -6.4% | +50.7% | -57.1% | -14.7% |
| 1Y | -9.8% | +45.5% | -55.2% | -17.1% |
| 3Y | +65.5% | +116.3% | -50.9% | +39.7% |
| 5Y | +57.0% | +204.3% | -147.4% | +22.8% |
| 10Y | +60.8% | +526.3% | -465.5% | +8.0% |
| All | +265.8% | +1,341.0% | -1,075.2% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling